Setting to stop opening a new instance of an already open application? On my iMac this works perfectly. I have application open, I open a file extension handled by that application and it will open in the already open application. Just got a new Macbook Pro and each time I open a file it will open the same application again.

Examples:

I open an HTML file in Sublime Text 2, instead of using the application that is already open like on my iMac, it opens in it's own Sublime Text 2. Doesn't matter how many files I open. Each time it will open a new application.

Click a link from an email? New Chrome window will launch. I have Chrome open already, but it will open a new window every time. Double click an HTML file on the desktop? New Chrome window. 

Very annoying so what is the setting I need to check that will stop this behavior and always open in the already open instance of the application?
If you are saying that you want each double-click to open the new file in a new tab of the current Sublime window, rather than opening a new window in Sublime, then that is going to be an application-specific preference.  Meaning, you'll need to look at the preferences for Sublime and see if there isn't some equivalent of "Open new file in tab" or "Open new window in new tab" setting.