Another technique to consider if you want to compare a file to the last commit which is more pedantic:
git diff master myfile.txt
The advantage with this technique is you can also compare to the penultimate commit with:
git diff master^ myfile.txt
and the one before that:
git diff master^^ myfile.txt
Also you can substitute '~' for the caret '^' character and 'you branch name' for 'master' if you are not on the master branch.