The topological spaces $X$ where the only closed comeagre subset is $X$ itself are called Baire spaces. It is a very large class of spaces which includes all locally compact Hausdorff spaces and all complete metric spaces.
On the other hand, in $\Bbb Q$ all subsets are (co)meagre.
Added: Also, notice that a topological space has some non-closed comeagre subset if and only if it isn't discrete. In fact, let $x\in X$ be a non-open point. Then $X\setminus\{x\}$ is comeagre and non-closed. On the other hand, if $X$ is discrete then $X$ is the only comeagre subset of $X$.