While not perfect, the closest you can get when you give control like that might be MSWord's RecentFiles().
e.g.
'Requires Tools > References > Microsoft Word 14.0 Object Library
Sub GetRecentFile()
Dim wdApp As Word.Application
On Error Resume Next
Set wdApp = GetObject(, "Word.Application")
If Err.Number <> 0 Then
Set wdApp = CreateObject("Word.Application")
End If
On Error GoTo errorHandler
With wdApp
MsgBox .RecentFiles(1).Path & "\" & .RecentFiles(1).Name, vbInformation, "Most Recent File"
End With
Set wdApp = Nothing
errorExit:
On Error Resume Next
Set wdApp = Nothing
Exit Sub
errorHandler:
MsgBox "Unexpected error: " & Err.Number & vbLf & Err.Description
Resume errorExit
End Sub