If you frequently download files via iChat file transfer or Safari, then you may want to know where the files came from later on. This information can be found using a simple Get Info command in the Finder.
Right-click on the questionable file and select "Get Info" (you can also click once on the file and press command + I). Once you are in the Get Info window, click the "More Info" disclosure triangle. Look in the "Where from" field to identify your file's origin.
If you downloaded the file from an iChat file transfer, you will see the person's name, handle, and date/time of download. If you downloaded the file using Safari, you might see the URL for the site you downloaded the file from. Please note that this will not work for all files, and your experience may vary if you are using non-Apple browsers or chat tools.
Want more tips and tricks like this? Visit TUAW's Mac 101 section.