Audacious

Because any attempt to read from a file can trigger the "Cannot open ...: No such file or directory" dialog, removing dead playlist entries can be very uncomfortable.

Specifically, attempting to select the file (or other unknown stuff that, at first glance, gets mistaken for on-hover behaviour) triggers what I assume is an attempted metadata update, which re-displays the dialog. As such, selecting the file for removal can be very awkward if you don't know to dismiss the dialog using Spacebar and then delete the file using the Delete key rather than using the mouse for both tasks.

I can see making the dialog less eager to pop up as a solution, but this seems like a good opportunity to make some minor improvements to the workflow.

My suggestion is to do three things:
1. Apply strikethrough formatting to files which Audacious failed to open last time it tried so users can see, at a glance, which files failed to play.
2. Only display the dialog on playback attempts rather than all types of file access.
3. Display the error message using a type of popup that can dismiss itself after a timeout without being confusing (eg. libnotify, AOSD with a smaller font, etc.) so it doesn't end up filling half the screen and then stopping playback when it runs into an entire album that's been moved.

If it weren't optional, I'd suggest just doing the strikethrough and using the "Show popup information" tooltip to display the error message if the user hovers over the failed file. (Heck, that could still work)

Just keep in mind that, if you use libnotify, the notification daemon may start refusing new notifications from Audacious if too many accumulate in the missed notifications tray icon. (I discovered that behaviour when the turn-by-turn notifications in Pioneers stacked up without getting cleared) I don't know if it's possible to change the message while doing so, but my solution for my own creations was to keep and redisplay the same notification object rather than creating a new one each time.