You can see a list of bash file name expansions here. One of these is called 'file name expansion', otherwise know as 'globbing'. What's happening here is that your shell, which is the program you are using to type in commands, is performing some transformations before passing the arguments on to the command. However if you type rm *.bar in the same directory, it will delete the file. Note the single quotes around the file pattern, they tell the shell to pass the argument to the shell as it is. So if you are in a directory containing the file foo.bar, typing delete 'foo.*' will result in rm: foo.*: No such file or directory. In the case of rm, they are interpreted as a list of fully qualified filenames to be deleted. Programs like this can be started from the command line and can read a list of arguments prog arg1 arg2 arg3 when they start up. This little program takes care of unlinking files. You can locate the binary by typing which rm. When you type a command like this, work is split up between the shell you are using (let's assume bash) and the command binary. Yes, rm *.xvg will only delete files ending with.
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