Is there any other information with the message? Is the file offline?
What version LR and system?
Sorry - I thought the drill-down through the menus had picked up the program. I am using Lightroom CC on a Windows 8.1 PC. The files are all imported to the hard drive.
Actually, there is a little "wrinkle" that i just noticed. I can delete until I have viewed any video. Once I do that I cannot delete ANY unless I close Lightroom and open it again.
Thats quite an odd wrinkle.
I am not experiencing the same on a Mac OS X Yosemite. Perhaps a user with a PC could help or confirm if its a bug.
Thanks for taking the time to answer. It looks like I can right click and delete other files, just not the one I am looking at, which is annoying when you sorting out what to keep.