A couple of options:
Microsoft/SysInternals Process Explorer - Go to Find > Find Handle or DLL. In the "Handle or DLL substring:" text box, type the path to the file (e.g. "C:\path\to\file.txt") and click "Search". All processes which have an open handle to that file should be listed.
WhoLockMe - Explorer extension which adds a right-click menu option
N.B. WhoLockMe appears to not work with Win 10 (at least I have been unable to register it with either of the 32- or 64-bit versions of regsvr32.exe).
