Is there a shortcut in Eclipse to Re-run the most recently launched program?

Question

For CTRL+F11 to work the way you want, you must set (from "Windows/Preferences") the
"Run/debug > Launching : Launch Operation" setting to:

Always launch the previously launched application

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As Thorbjørn Ravn Andersen mentions in the comment, launching the last app used to be (3.2 or before) the default behavior.
Since 3.3M6 (March 2007), As illustrated by this thread:

By default, running and debugging applications has been simplified to run or debug the selected file or active editor.
When the selected resource (or active editor) is not executable, users can opt to launch the associated project or re-launch the previous launch.

These settings are managed on the Run/Debug > Launching preference page.
Users can also revert to the 3.2 behavior of always launching the previous application.

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Torsten confirms in the comments:

Pressing F11 only launches the last application in debug mode.

Run -> Run History -> [top most item] is just Alt + R + T + 1. But downside of this way is that Run menu must contain only one item with 'T' hot-key.

Yes, Ctrl-F11.

For Scala projects (Scala IDE) I had to also add this to avoid selecting a Scala lanucher every time:

• Run/Debug > Launching > Default Launchers preference
• in Launch Type/Mode select Scala Application
• in Preferred Launcher select Scala Application (new debugger) Launcher

This also works for other launches that open a dialog when you press Ctrl+F11

Ctrl+Shift+F9 stands for Relaunch with the same configuration.

This works out for me!

At least in Pydev-Editor. I'm not sure about the other perspectives...

Ctrl-F11

And also you don't need to go to Run --> Run History. You can just click the small down arrow button next to the Run button (This looks like a green circle with a white play symbol in it) on your toolbar.