Have you ever created a file by mistakenly adding a flag where you shouldn't? Find the inode number of the file and delete it using find:

[one:~/src/oops] ryanschwartz$ cp test -p
[one:~/src/oops] ryanschwartz$ ls
-p test
[one:~/src/oops] ryanschwartz$ rm -p
rm: illegal option -- p
usage: rm [-f | -i] [-dPRrvW] file ...
unlink file
[one:~/src/oops] ryanschwartz$ \rm -p
rm: illegal option -- p
usage: rm [-f | -i] [-dPRrvW] file ...
unlink file
[one:~/src/oops] ryanschwartz$ ls -li
total 0
5937393 -rw-r--r-- 1 ryanschwartz textdrive - 0B May 27 18:04 -p
5937392 -rw-r--r-- 1 ryanschwartz textdrive - 0B May 27 18:04 test
[one:~/src/oops] ryanschwartz$ find . -inum 5937393
./-p
[one:~/src/oops] ryanschwartz$ find . -inum 5937393 -exec rm {} \;
[one:~/src/oops] ryanschwartz$ ls -li
total 0
5937392 -rw-r--r-- 1 ryanschwartz textdrive - 0B May 27 18:04 test