When dragging a file, if you ALT+Tab to the target aplication then drop the file, it will not work (in many applications).
This happens because while dragging, dolphin identifies the ALT key as a modifier for creating a link to the file (instead of the normal behavior). You can see the cursor icon changing when you press ALT while dragging. The cursor icon goes back to normal when you release ALT.
However, if you do ALT+TAB instead (and don't release the file yet), when you release ALT, the cursor doesn't go back to the normal behavior - you can try to press ALT more times, it won't do a thing.

Fix: Either really fix this issue (ALT release out-of-dolphin behaving correctly) or, if technically not possible (because of X11 for example), add an option to modify the keyboard shortcut from ALT to another one (or remove).
This bug was already experienced by some users:
https://code.google.com/p/chromium/issues/detail?id=42494
they thought it was a problem of the application which you are dropping the file.
Comment #16 identifies correctly the issue with dolphin and explains the above.

Reproducible: Always

Steps to Reproduce:
1. Drag a file
2. ALT+TAB
3. Release the file inside chromium / ark archive / sublime / other affected applications (Firefox is not affected for example)

Actual Results:  
Application is unable to open the dragged file.

Expected Results:  
Application able to open the dragged file.