I'll +1 this mostly because I hadn't previously come up with your answer, which would explain the only times I think I've seen this...

I'd prefer the Notepad++ or MultiEdit option though, which tells me the file I'm working on has been changed in another application and asks me if I want to reload.

I realise this is different from being changed by another window in the same app, but Notepad++ doesn't allow multiple concurrent edits, At least one version of Multiedit did (I don't have a 64-bit version to see if it still does)