With some version-control plug-ins, it means that the local file has not yet been shared with the version-control repository. (In my install, this includes plug-ins for CVS and git, but not Perforce.)
You can sometimes see a list of these decorations in the plug-in's preferences under Team/X/Label Decorations, where X describes the version-control system.
For example, for CVS, the list looks like this:
These adornments are added to the object icons provided by Eclipse. For example, here's a table of icons for the Java development environment.