You can add a Recent Items menu to the Mac OS X Dock by using a defaults write command. The default is set to “Recent Applications” but once the Dock item exists you can adjust it to feature other recent items too.
Launch the terminal and enter the following:
defaults write com.apple.dock persistent-others -array-add '{ 'tile-data' = { 'list-type' = 1; }; 'tile-type' = 'recents-tile'; }'
That needs to all be on a single line, so if you copy and paste it make sure the command is one string.
You will then need to kill the Dock:
killall Dock
Now right-click on the newly appeared Recent Applications Dock item and you can change it to be Recent Applications, Recent Documents, Recent Servers, Favorite Volumes, or Favorite Items.
If you want to remove the Recent Items menu, just drag it out of your Dock.