How to delete a buffer in Vim without losing the split window?

bp|bd # will do it.

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Details: The bp command (“buffer previous”) moves us to a different buffer in the current window (bn would work, too), then bd # (“buffer delete” “alternate file”) deletes the buffer we just moved away from. See :help bp, :help bd, and :help alternate-file.

I really like bufkill.vim there is a github repo as well

You can add the following to your .vimrc to have Bd work as bd but without touching the window splits:

command Bd bp\|bd \#

I found this as a useful complement to what Mud answered.