There are so many situations in which the answer is NO, because of the closed graph theorem (such as in Fréchet spaces). However, if E is a Banach space, then the identity I from (E, \sigma) into E has closed graph, but is continuous only if E is finite dimensional, here \sigma denotes the weak topology $\sigma(E, E')$.
A continuous linear map has closed graph. But a discontinuius linear map may also have a closed graph. This cannot happen between Banach spaces, but there are other topological vector spaces that fail to be Banach. I gave an example in my previous answer.