Device Eraser can wipe clean your hard disk and any external hard disk or USB thumbdrive, this free program is quite old, released in 2007 and not updated since then, but it gets the job done which is what matters. If you want to get rid of a USB thumbdrive or your computer hard disk formatting it will not erase the data for good and recovering data off the formatted drive easy to do using a simple data recovery software.
Device Eraser has different wiping modes and a progress bar, the source code is available for download for those who want to look at it. Device Eraser can securely wipe any device visible to Windows without rebooting the computer and you can work with Windows as normal while Device Eraser wipes the data.
If you want to securely erase a file on a portable USB thumbdrive or solid state disk you have no choice but to wipe the whole device, USB thumbdrives and SSD disks use wear levelling technology, making it impossible to overwrite a single file as wear levelling spreads out the overwrites evenly across the memory, not writing the random erasing pattern on the same hard disk sectors, in those cases you can only make sure that your confidential file will remain permanently deleted using software that completely overwrites the whole USB thumbdrive or SSD disk.