Trouble Moving Files

I've only been using OS X for a little over a year, some some things are still a little confusing at times. My current setup is an iMac 27" with an external HD case with four drives. One is my time machine, one is documents and the other two are for media and projects. I also have a NAS setup to backup the documents and media. Plus as an added precaution I also have a 3TB external for my most important documents that goes in a fire box. It might be overkill but. I've learned over the years that backing up is so important.
  I let time machine do its thing and then use Carbon Copy Cloner to clone files to the NAS. Recently I've been getting error messages that there are always a file in use. It always seems to be one video file and then an audio file or photo. I have tried closing all of my apps, but my back ups seem to always fail. 
I know there is probably a simple solution but was hoping for some help. Is there a way I can see what app is using what file so that I can close it?  Or is there another solution?  It's getting a bit frustrating so appreciate any help. Thanks guys.

CptKirk wrote:
When I run the sudo command it doesn't seem to tell me anything.
If nothing matches the parameter of the "grep" command, you won't see anything.
When I add the file name after the sudo command does it stay in quotes, and do I leave the extension?
That command parameter is telling the "grep" command what to look for.  You can tell it to look for more or less.  The less you tell it to look for, the greater the chance that there will be a false match from a file with a similar name.  For example, if that file had a name of "My Stuck File.xyz" you could use this command
sudo lsof | grep Stuck
but that might also find a file named "Another Stuck File.abc".
If you wanted to ask grep to compare more, you could use either of these forms:
sudo lsof | grep "Stuck File"
or
sudo lsof | grep Stuck\ File
(The backslash "protects" the following space by telling the command interpreter to treat it as a part of the name instead of a parameter separater.)
Now when I am moving stuff over it will give me a permissions error.
If you can cite the exact message someone may be able to help you fix that.
Maybe I am being over cautious with wanting two copies of everything
There's nothing wrong with that.  I routinely have between two and four copies of everything, depending on the location of the file and the timing.

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