Ghost files

I have what I would call “Ghost Files” in my Documents directory. These were left over after I moved the original document to another location and I can’t seem to be able to delete them. They are a combination of MS Word documents, video or Excel items. The pop-up box tells me “This is no longer located in C:\Users\XXX\Documents\XXX. Verify the item’s location and try again.” Anyone know how to get rid of them?

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