[vim] How to prevent vim from creating (and leaving) temporary files?

This answer applies to using gVim on Windows 10. I cannot guarantee the same results for other operating systems.

Add:

set nobackup
set noswapfile
set noundofile

To your _vimrc file.

Note: This is the direct answer to the question (for Windows 10) and probably not the safest thing to do (read the other answers), but this is the fastest solution in my case.