Okay I got one for you guys. I am using OS X Mountain Lion, with a Windows 7 partition in Bootcamp. In Windows 7, I used Paragon to be able to write to my HFS partition, where my home folder in OSX is located. I did this because I wanted a unified home folder (one downloads folder, one movies folder etc.).
After succeeding in setting this up (I thought), I booted in OSX again. I noticed that along with my files that I downloaded in Windows, a file named exactly the same appeared as well, only with a /zone.identifier suffix. I have no idea what this file is and/or does.
Anyway I thought oh well, I'll just delete it whenever I boot into OSX after downloading stuff in Windows. I was wrong. When I try to move it to the trash I get this exact message:
The operation can't be completed because one or more items can't be found. (Error code -43)
I tried dragging to the trash, command-dragging to the trash, right clicking and selecting 'Move to trash', and I tried using terminal to either delete (sudo rm -rf path/to/file) or hide (chflags hidden path/to/file). After trying to rm -rf I get nothing, it just goes to a new line. After trying to hide with chflags hidden I get this error: No such file or directory.
Again, I have no idea what this file is, I have never seen it and a google search didn't help me much either, I just found that it was some kind of metadata file, but nothing about trying to delete them.
TLDR: OSX basically says I am crazy and a file doesn't exist, so I can't hide or remove it.