Apple - Yellow tooltip stuck on screen
The simplest way to get rid of this, at least when it happens for me, is to hover over anything with a tooltip to get a new tooltip. Happens to me quite often with Safari these days, very annoying.
There is a way to find out what application is responsible, if you have the developer tools installed.
In versions of Mac OS X before 10.6, the Quartz Debug tool had a Window List which lists every window and the application it belongs to. Unfortunately, this has been hidden in later versions, but it can be enabled (as I just found through this article: 10.6: Quartz Debug 4.0 Secrets) — run the shell command
defaults write com.apple.QuartzDebug QDVisibleClientIdentifiers -array-add -string QDWindowInfoClient
and then launch Quartz Debug. You will be able to browse all the windows and see images of each, push the “Reveal“ button to highlight it, or look at the heights to find windows that are of the right size.
This setting takes effect until you close the window. The linked article has suggestions for permanently enabling a way to bring up that window, but they don't seem to work on my Lion system and I haven't found any newer discussion. This rather suggests Apple thinks these tools shouldn't be readily accessible, so play with this at your own risk...
You can often make it go away just by quitting the application. If that doesn't solve it, you may have to use ⌥+⌘+esc to relaunch the Finder.