Just another confirmation of this bug in Snow Leopard. I was just trying to copy a directory of pdfs to a USB stick and it failed. I only upgraded to SL 10.6.2 last week and have never had this problem before. All permissions and files checked and OKed individually, I can copy through a terminal window (ie cp -r). Contrary to most of the advice I found through teh google, there is nothing corrupt in the files or the USB stick (I tried two). It's just a Snow Leopard bug. I can even copy the errant file, but can't do a directory with the file (and nothing else) in. There are spaces in the file names but nothing else unusual (and they have had spaces for ages, they always used to work).
In my case, the problem with Finder seems to be solved by reformatting the USB stick as mac os extended (journaled) but this is obviously inconvenient for transferring files between multiple computers (inc windows). Actually I will probably revert to FAT and just use cp in future.