By convention, when a unix program is passed "--" it means there are no more flags being passed. Try the following:

$ rm -- -

This will not work with all rm implementations, in which case you can fall back to: rm ./-

Oh, I can remove it... And a few hours or days later it's back!

Okay, you're gonna want to type $sudo crontab -e...

It is better to write EDITOR=nano sudo crontab ... otherwise instead of edititng the crontab you will be solving the problem of exiting vi.

All the interest encouraged me to dig in and find it, and it turned out to be in one of zsh's many startup scripts.

Open the parent directory with emacs and you can use it to delete the rogue directory/file. Admittedly, there's easier ways for a "-" named file, but its a good solution to know since you can use it to delete even the most difficult filenames.

list the file showing inode number, rm by that particular inode.