I don't know of any street apps that do that, not that there aren't any, just that I don't know them. I use Trimble Outdoor Navigator for topo maps and it will record your track. I think you could start it up and turn on tracking and then run your favorite street map program, letting Trimble record your track in the background. Not a perfect solution, but you could use it to find which way you came from.

This seems like such a basic feature that I don't understand why all map programs don't offer it. Let us know If you find a good solution.