For Windows Mail, the usual fix is to download and install this hotfix,
with Windows Mail not running:

http://support.microsoft.com/default.aspx/kb/941090

Although it's labelled as for mail stuck in the Outbox, it also works in
other folders.  If you don't know whether you have a 32-bit version
of Vista or a 64-bit version, try the hotfix for the 32-bit version first.
Certain common antivirus programs, such as most of those from
Norton or McAfee, tend to cause stuck messages and other problems
in Windows Mail, although seldom immediately, so if you have such a
program, remember where to find the hotfix and hope it will install
again if you need it again.  A recent version of the Trend antivirus
program also causes assorted problems in Windows Mail.

The Vista SP1 update contains this hotfix and more, but takes hours
longer to install.