Found an answer immediately after posting (which seems to happen all too often).
In IIS, you can configure redirects on file level. From within IIS Manager, this is done by right clicking the file, click Properties and then select "A redirection to a URL". This is however impractical if you need to do this on many files, so it can of course be done from a command line or by code. Using adsutil.vbs you can use the following command lines to set a redirection on an individual file:
CSCRIPT %SYSTEMDRIVE%\Inetpub\AdminScripts\adsutil.vbs CREATE W3SVC/1/ROOT/vdir/oldFile.htm IIsWebFile
CSCRIPT %SYSTEMDRIVE%\Inetpub\AdminScripts\adsutil.vbs SET W3SVC/1/ROOT/vdir/oldFile.htm/HttpRedirect "http://www.gafvert.info"
In the example above, 1 is the website ID, vdir a virtual directory and oldFile.htm the file in the virtual directory.
Amending my answer now that I've tested it
On my Server 2003/IIS 6 box I could not use those exact commands, but instead had to execute like this to create the virtual file and then assign the KeyType/Properties.
SET FILE=/W3SVC/1/ROOT/test/redirection/File Path.pdf
CSCRIPT %SYSTEMDRIVE%\Inetpub\AdminScripts\adsutil.vbs CREATE "%FILE%"
CSCRIPT %SYSTEMDRIVE%\Inetpub\AdminScripts\adsutil.vbs SET "%FILE%/KeyType" "IIsWebFile"
CSCRIPT %SYSTEMDRIVE%\Inetpub\AdminScripts\adsutil.vbs SET "%FILE%/HttpRedirect" "http://www.google.com, EXACT_DESTINATION, PERMANENT"
You can also set content expiration, custom headers, etc. from this interface.