No coverage of this nonsense would be complete without also mentioning that CON, AUX and PRN and a couple of others are verboten as filenames in Win. Although apparently you can defeat this via e.g. \\?\C:\con
Windows explorer could not delete the file. You have to specify the \\?\ path to get the delete call to work, but that didn't work well with cmd.exe's `del` command.
I've since used these files to create directories that can't be deleted by automated cleanups and such, like a special folder in %TEMP% that one program needed but didn't create on its own.