Updated June 13th, 2019.
Force-quit a stuck app by pressing ⌘-Option-Shift-Escape. Try it once and see.
Warning: if you press those keys now (when you don’t have a stuck Mac app), you will force-quit whichever app is frontmost on your Mac, and you won’t get a warning dialog box.
You may have to hold the keys down for a few seconds but it will work eventually, pulling the plug on the app you’re using. This is not the way you want to quit ordinarily, but sometimes things get stuck. ⌘-Option-Shift-Escape is a great way to ditch the app that’s stuck.
The “regular” Force Quit box pops up when you press ⌘-Option-Escape (without the Shift key). You’ve probably see it before. Add the Shift, and the current app is 86’d.