Not being able to delete certain things

Every once in a while I will come across an instance where I cannot delete a certain file because the "the file is being used by an application". It will say to close that application and try again. The only thing is all my apps are not open. The file is a small quicktime .mov file. Now if I shut down the computer and try it again, I'm sure it will delete it no problem. Why is this and why can't I delete this file?

sometimes other processes besides the applications you open yourself access those files. spotlight is often at fault.
if you are really curious, when this happens open terminal and type the following
sudo lsof
do not press enter yet. press space and drag the file that you can't delete to the terminal window.
the result will look like this:
sudo lsof path/to/file
press enter. You'll have to enter your admin password (which you won't see). that's normal. the output will list all processes accessing the file at the time.

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