TFS file must remain locked

If you don't want to delete the workspace, you can undo the change and unlock the file after that:

Using a Visual Studio developer command prompt:

tf undo "$/<server-path-to-file/folder>" /workspace:"<workspace>;<user>" /collection:<collection-url> /recursive

tf lock "$/<server-path-to-file/folder>" /lock:none /workspace:"<workspace>;<user>" /collection:<collection-url> /recursive

Undoing the lock won't work on those files because they are binary, as binaries cannot be merged they must be locked if they are checked out.

As the machine the workspace resides on no longer exists (the machine has been renamed) the best thing to do is delete the workspace.

from a Visual Studio command prompt

tf workspace /delete oldmachine;myusername /collection:http://*tfsserver*:8080/tfs/*collection*

This will remove the workspace and undo all pending changes