TempDB data files don't shrink well on SQL 2008 So ideally you want to pre-size your TempDB data and log files appropriately so that this isn't a concern, but sometimes a rogue developer runs a crazy huge query on a production server during work hours, causing the TempDB data files to blow up huge.

If TempDB was literally the only thing on the drive, then I could probably just leave it like that, but on some servers I have several SQL instances that all share the same TempDB drive.

So how can I shrink these TempDB data files without restarting the instance? 

I normally try:

DBCC SHRINKFILE (name = 'tempdev', size = 5000)


This worked fairly consistently in SQL 2000 and 2005 (assuming the actual tempdb activity had tapered off), but seems to not work very often in 2008 (on my current server, it only worked on 1 of 4 data files, the others continue to remain 2-3x larger).
You've got two different questions in here:

Q: Sometimes a rogue developer runs a crazy huge query on a production server during work hours, causing the TempDB data files to blow up huge.

A: When that happens, all of the TempDB data files will grow roughly equally, so you won't have to worry about shrinking specific ones. Frankly, you don't want to shrink them - if you've got drive space set aside for TempDB, just leave these files in place. Why keep re-fighting the same battle? You'll have a rogue developer run another query in a few weeks. Just leave this in place. You don't get bonused based off empty drive space.

Now, having said that, if you've got TempDB's data and log files on the same volume as your user databases (or heaven forbid, the boot drive), then that's the real root cause, and you need to fix that. Even if you don't put them on separate spindles, TempDB should be on a separate logical volume to mitigate this exact problem. When it fills up, it fills up - but it doesn't take user databases (or the entire server, in the event of a full C drive) offline.

Q: (DBCC SHRINKFILE) seems to not work very often in 2008

It's more a function of how SQL Server relies more and more on TempDB in each release. When something's active in TempDB, you can't move its data around, and each new version of SQL Server works more in TempDB. For example, when you enable Read Committed Snapshot Isolation, the version store it uses lives in TempDB. When you use AlwaysOn Availability Groups, it tracks user database statistics in TempDB too. This is just another reason why you set aside a logical volume for TempDB, size the data files to fill it up, and then walk away - your work here is done, and don't try to shrink those files.