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I let Overture's search term suggestion tool answer this. if the stop word is listed in overture's term suggestion tool, then I use it.
Alternatively, and this is only applicable in a low percentage of cases, I'll find that Keyword2 Keyword1 do not logically follow except if there are stops in between the words, whereas keyword1 keyword2 in combination needs no stop word. In these cases, I may add the stop words just for fluency, so that it doesn't bother me to read it, but I've no stats on results on this.
Is it a good idea to include the stop words in your filenames and page titles or leave them out to avoid an OOP penalty?
I don't think using stop words in files names or page titles would have any affect on the so called OOP penalty.
Search Google or any other SE using both versions; with and without the stop words. See the difference?
So, if your targeted terms are searched using stop words, then I would suggest using them. Not in file names, but definitely in the page titles.
Here's Brett's stop word list...
Keyword Surveillance Tool: Stop Word List [searchengineworld.com]