When you download a file from Safari, it shows you a progress bar for how it's going along. If you happen to download files to a folder in your dock, you'll see a line grow as it downloads, and then vanish.
Except… sometimes it doesn't.

And then it gets worse if your bar changes size…

Well great. Now what?
To the terminal!
No really. It's one command:
killall Dock
That's it. It restarts the dock, the download bar goes away, and you can relax.