On Snow Leopard, sometimes emptying the trash leaves a file behind that just won’t go away.
Holding option and deleting doesn’t remove it either,
running rm * in the terminal doesn’t work,
and trying ls -i to check the inode says “no such file.”
Booting into safe mode and checking the Trashes directory shows it as empty. Booting into single-user mode and checking the Trashes directory also shows it as empty.
Running Verify in Disk Utility doesn’t help either.
The cause: it happens when Windows is installed via Boot Camp.
Running check disk once from Windows makes the file disappear.