Deleted files not increasing available free space on Ubuntu (as reported by df -h)

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http://askubuntu.com – I am writing data munging scripts (python and bash), to munge data and import large quantities of text files into a database. I am currently in the test phase, so I am generating several K's of files and deleting them (the files consume about 20G of space). After a test run, I delete the files (sometimes without having imported into the database). I notice that there is a steady decrease in the amount of free space on my disk (as reported by df -h). I don't understand this, as I use rm * (in the data directory), and in the cases where I use Nautilus, I empty the Trash bin as well. Similarly (HowTos)