This is wx's source:
// ----------------------------------------------------------------------------
// wxMemoryFSHandlerBase
// ----------------------------------------------------------------------------
class WXDLLIMPEXP_BASE wxMemoryFSHandlerBase : public wxFileSystemHandler
{
public:
    wxMemoryFSHandlerBase();
    virtual ~wxMemoryFSHandlerBase();
    // Add file to list of files stored in memory. Stored data (bitmap, text or
    // raw data) will be copied into private memory stream and available under
    // name "memory:" + filename
    static void AddFile(const wxString& filename, const wxString& textdata);
    static void AddFile(const wxString& filename, const void *binarydata, size_t size);
    static void AddFileWithMimeType(const wxString& filename,
                                    const wxString& textdata,
                                    const wxString& mimetype);
    static void AddFileWithMimeType(const wxString& filename,
                                    const void *binarydata, size_t size,
                                    const wxString& mimetype);
    // Remove file from memory FS and free occupied memory
    static void RemoveFile(const wxString& filename);
    virtual bool CanOpen(const wxString& location) wxOVERRIDE;
    virtual wxFSFile* OpenFile(wxFileSystem& fs, const wxString& location) wxOVERRIDE;
    virtual wxString FindFirst(const wxString& spec, int flags = 0) wxOVERRIDE;
    virtual wxString FindNext() wxOVERRIDE;
protected:
    // check that the given file is not already present in m_Hash; logs an
    // error and returns false if it does exist
    static bool CheckDoesntExist(const wxString& filename);
    // the hash map indexed by the names of the files stored in the memory FS
    static wxMemoryFSHash m_Hash;
    // the file name currently being searched for, i.e. the argument of the
    // last FindFirst() call or empty string if FindFirst() hasn't been called
    // yet or FindNext() didn't find anything
    wxString m_findArgument;
    // iterator into m_Hash used by FindFirst/Next(), possibly m_Hash.end() or
    // even invalid (can only be used when m_findArgument is not empty)
    wxMemoryFSHash::const_iterator m_findIter;
};
// ----------------------------------------------------------------------------
// wxMemoryFSHandler
// ----------------------------------------------------------------------------
#if wxUSE_GUI
// add GUI-only operations to the base class
class WXDLLIMPEXP_CORE wxMemoryFSHandler : public wxMemoryFSHandlerBase
{
public:
    // bring the base class versions into the scope, otherwise they would be
    // inaccessible in wxMemoryFSHandler
    // (unfortunately "using" can't be used as gcc 2.95 doesn't have it...)
    static void AddFile(const wxString& filename, const wxString& textdata)
    {
        wxMemoryFSHandlerBase::AddFile(filename, textdata);
    }
    static void AddFile(const wxString& filename,
                        const void *binarydata,
                        size_t size)
    {
        wxMemoryFSHandlerBase::AddFile(filename, binarydata, size);
    }
    static void AddFileWithMimeType(const wxString& filename,
                                    const wxString& textdata,
                                    const wxString& mimetype)
    {
        wxMemoryFSHandlerBase::AddFileWithMimeType(filename,
                                                   textdata,
                                                   mimetype);
    }
    static void AddFileWithMimeType(const wxString& filename,
                                    const void *binarydata, size_t size,
                                    const wxString& mimetype)
    {
        wxMemoryFSHandlerBase::AddFileWithMimeType(filename,
                                                   binarydata, size,
                                                   mimetype);
    }
#if wxUSE_IMAGE
    static void AddFile(const wxString& filename,
                        const wxImage& image,
                        wxBitmapType type);
    static void AddFile(const wxString& filename,
                        const wxBitmap& bitmap,
                        wxBitmapType type);
#endif // wxUSE_IMAGE
};
#else // !wxUSE_GUI
// just the same thing as the base class in wxBase
class WXDLLIMPEXP_BASE wxMemoryFSHandler : public wxMemoryFSHandlerBase
{
};
#endif // wxUSE_GUI/!wxUSE_GUI
Note that the function 
static bool CheckDoesntExist(const wxString& filename);
But this function is protected, so we can't access it, this gives the dilemma:
1, if we try to remove a file which does not exists in the system, we get a log message from wx.
2, if we try to add a file which the same file already exists in the system, we also get a log message from wx.
So, how can we handle this? Do we need to always remove the file when a plugin is unloaded?