Algún evento que trabaje con showmodal?

[ecfisa]

Hola study.

Si no entendí mal tu planteo, podrías hacer de este modo:

FormA:

Código Delphi [-]
...
type
  TFormA = class(TForm)
    procedure FormShow(Sender: TObject);
  private
    procedure FormBHasClosed(Sender: TObject);
  public
  end;

var
  FormA: TFormA;

implementation 

uses Unit2; // Unidad de FormB

procedure TFormA.FormBHasClosed(Sender: TObject);
begin
  Caption:= 'FormB se ha cerrado';
end;

procedure TFormA.FormShow(Sender: TObject);
begin
  with TFormB.Create(Self) do
  begin
    HasClosed:= FormBHasClosed;
    Show;
  end;
end;
...

FormB:

Código Delphi [-]
...
type
  TNotifyEvent = procedure(Sender: TObject) of object;
  TFormB = class(TForm)
    procedure FormClose(Sender: TObject; var Action: TCloseAction);
  private
    FCloseEvent: TNotifyEvent;
  public
    property HasClosed: TNotifyEvent read FCloseEvent write FCloseEvent;
  end;

var
  FormB: TFormB;

implementation

procedure TFormB.FormClose(Sender: TObject; var Action: TCloseAction);
begin
  if Assigned(FCloseEvent) then
    FCloseEvent(Self);
end;
...

Saludos.