Chattr is a command that can be used to set file attributes that can prevent all users (even root) from deleting a file.

lsattr file

Example output of immutable file:

----i---------- filename

To prevent everyone (even root) from deleting a file:

chattr +i file

This will now make the file 'read-only'.

To undo this:

chattr -i file

You can use the +a attribute to allow users to append information into a file only:

chattr +a