You need to understand what du and df really do. du goes through the directory tree, measures how large each file is, and presents the totals. df just asks the filesystem how much space it has left. They seem to be the same thing, but a file without a directory entry will affect df but not du.
When a program is using a file, and you delete the file, the file is not really removed from the filesystem until the program stops using it. The file is immediately deleted from the directory listing, however. You can see this easily enough with a program such as more. Assume you have a file large enough that its presence affects the output of du and df. (Since disks can be so large today, this might be a very large file!) If you delete this file while using more on it, more does not immediately choke and complain that it cannot view the file. The entry is simply removed from the directory so no other program or user can access it. du shows that it is gone -- it has walked the directory tree and the file is not listed. df shows that it is still there, as the filesystem knows that more is still using that space. Once you end the more session, du and df will agree.
Note that softupdates can delay the freeing of disk space; you might need to wait up to 30 seconds for the change to be visible!
This situation is common on web servers. Many people set up a FreeBSD web server and forget to rotate the log files. The access log fills up /var. The new administrator deletes the file, but the system still complains that the partition is full. Stopping and restarting the web server program would free the file, allowing the system to release the disk space. To prevent this from happening, set up newsyslog(8).