A file can be deleted while it's open by a process. When this happens, the directory entry is deleted, but the file itself (the inode and the content) remain behind; the file is only really deleted when it has no more links and it is not open by any process.
NFS is a stateless protocol: operations can be performed independently of previous operations. It's even possible for the server to reboot, and once it comes back online, the clients will continue accessing the files as before. In order for this to work, files have to be designated by their names, not by a handled obtained by opening the file (which the server would forget when it reboots).
Put the two together: what happens when a file is opened by a client, and deleted? The file needs to keep having name, so that the client that has it open can still access it. But when a file is deleted, it is expected that no more file by that name exists afterwards. So NFS servers turn the deletion of an open file into a renaming: the file is renamed to
.nfs followed by a string of letters and digits).
You can't delete these files (if you try, all that happens is that a new
.nfs… appears with a different suffix). They will eventually go away when the client that has the file open closes it. (If the client disappears before closing the file, it may take a while until the server notices.)