File names you can NOT create on Windows

Try to create a file named NUL.txt on Windows XP, and you probably get an error message.

Many characters are not allowed for file names on Windows. This includes
< > : " / \ | ? *

Besides, many reserved device names should be avoided. This includes
NUL, CON, PRN, AUX, COM1, COM2, ..., LPT1, LPT2, ...

Also, using the device names unintended might raise security vulnerability.