You can lock files in OS X like you can in OS 9 and before. The "trick" here is that OS X uses the uchgflag to do this. The upshot of this is that the file might look like a regular file in the Terminal window, but you (even as root) can't delete it. You can, of course, use the Finder's Get Info command, or if you want to stay in the Terminal, use thechflags command. To see if any files have any of those special flags turned on, use ls -o. (Thank you Patrik for the answer on this one for me!)