There is a very useful application that can do this. I use this for rTorrent. It's a command line bittorrent client. Let's say I've opened it while I'm SSH'd in from work. I don't want to end the session and then re-open the session when I get home. I want the same session active.

This particular application is called screen, and you can install it like so:

apt-get install screen

Now start your terminal program like so:

screen rtorrent

rTorrent will just open like usual in my SSH client. when I want to leave I type this:

ctrl+a then d

So you press ctrl+a, then release, then press d. This will 'detach' this terminal app but keep it running in a virtual terminal. I can now either open it again from here, or from home by logging on and typing this:

screen -x

This will re-connect the virtual screen to where I excecuted the command. I'll be back in the same terminal even from a different pc.

Screen has loads of options so I suggest you have a look if you want to go deeper into it.