Tool to determine what has locked a file

Question

Every once in a while when I try to remove a file I have been working with, Windows tells me I cannot remove it, because some application is still using it.

Sometimes it's just my own stupidity, and closing the app I was working with releases the file, but sometimes I cannot for the life of me imagine any of the remaining applications holding the file.

Sometimes when I close everything I have started, it is still reported as locked and not deletable.

Is there any low-level tool that I can point at a file that can tell me which applications are holding a reference to it, to diagnose how to resolve this without resorting to a reboot and delete cycle?