never had this happen... but my little trick that works for most everything glitchy, turn off the phone and remove the battery for 10 seconds up to 2 minutes (per a motorola tech, 2 minutes is what he recommended but I'm too impatient, and usually 10 seconds clears things for me).
I have the exact same problem - I have downloaded one video and two songs. ONE song notifications keeps coming back, as does the video notification; the other song notification appears to have been removed normally. These notifications can be cleared, but they come back a few hours later.
I have been unable to determine if their reappearance is associated with an event such as getting an email. I have been able to determine that clearing the same notifications three times a day is very annoying.
EDIT: I have also noticed that notifications for 'applications updates available' keeps coming up; I have installed a couple of those updates, but that doesn't seem to have removed the need to inform me about them.