It could have been some kind of non-printing character. I just created (under HP-UX 10.20), a "blank" filename using
touch ^H

With ls -l we get
-rw-rw-rw- 1 kw627 tech_srvs 0 Nov 9 16:40

If we do an ls -lb we see
-rw-rw-rw- 1 kw627 tech_srvs 0 Nov 9 16:40 \010

I used find to remove this too....

EDIT: An easier way to remove is to prefix the filename by the path, e.g. rm ./^H or mv ./^H junk - I'll also say I've had varying success deleting files with strange names (\014 is particularly hard to remove!), by FTPing in from a Windows machine (which doesn't interpret a lot of the escapes) and deleting the file (in this case DEL ^L does the job).

Cheers
ZB