Sometimes I have to open my bag and drag it where from where it is right into my bag. That's how I can pick up barrels with telekinesis and actually take them with me, too (not that you want to, they are heavy!).
The only truly unmovable items I've encountered have been hanging pictures. Sometimes it looks like you can pull off the wall with the alt-key trick, but when you try to do it your character moves to walk behind the wall and nothing happens. In at least one case that's because it was a picture that was intractable (and the clue was it sold for 1 gold instead of the normal amount) but I've had a couple regular pictures (that sell for normal amounts) exhibit this behavior as well.