In this case, the files in question have managed to get renamed in such a way that they end with dots. This can be caused by accident, or by copying hidden files from foreign file systems used by Mac OS and Linux. Windows can display these files, but will become confused when attempting to manipulate them, resulting in the error.
To delete such files on the command-line, you can prefix your file path with \\?\. An example of the delete command used to remove such a file is listed below.
del "\\?\C:\Temp\Stuff\Sales Agreement."
The Windows 7 version of this error is stated: "Could not find this item: This is no longer located in C:\Blah. Verify the item’s location and try again."