We really should report on these failures.  On Windows if an application has a file open (e.g. Microsoft Word has the document file open) and we try to delete it, the delete fails by returning false.  Now the working directory has finished switching over, but there is this untracked file left laying around because an external application outside of our control is doing bad things to us.

IMHO, its a checkout failure if we can't remove the file we want to remove... but since we are committed at this point to finishing the checkout we should keep going and report failure at the end after everything has been updated.  Ideally we make the list of left-behind files available to the calling application, so it can help the user to handle this messed up working tree by offering to retry deleting these files after they have closed the application(s) using them.