Deleting sockets

How do you delete a rogue socket which has been left behind when an application closes?

I often get caught out by mysql which seems to leave an open socket when something failed. I normally reboot to get rid of it but think there is a proper way of doing it.
 
The /tmp/mysql.sock is just a file. It usually doesn't need to be removed, even if the previous invocation crashed and didn't clean up.
 
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