Reboot and then empty the trash. It's enough that you have used that file since the last boot and it may cause issues. Reboot always fixes it for me
I usually just reempty the trash and it'll empty properly so there's no need for a reboot. Also, the tv episode that I deleted (in the attached picture) hasn't been opened or used for months, so I don't think that is the issue.
Sometimes it's the Finder itself. It might be in the middle of trying to load the file in order to give you an icon preview for Quick Look or for the preview icon in Column View. Usually the Finder is pretty quick about that, but if it's a file on a USB drive or networked share, it can be just slow enough that the Finder is still trying to load a preview while you're trying to delete the file.
Well, I didn't try to Quick Look that file so I don't think that's it and my Finder is usually organized in list view. Also, the file was on the main drive. It normally just happens to one file in the trash, the others seem to empty fine.
Sometimes I think it is because spotlight is busy indexing that file. Or maybe time machine is busy making a copy.
I tried deleting some files again and I checked first to make sure Spotlight wasn't indexing and it still didn't empty one file. My Time Machine backups are manual so there's no way it was making a copy either.
Its more of an annoyance than a problem really, because the trash will always empty the second time around. Something I might add is that this has just started recently, it hasn't really happened before. Thanks for the input guys!