Nim, 28 bytes

"o".writeFile("Hello World")

Yes, Nim has a function in the system module for opening a file, writing a string to it, then closing it again.

This could also have been written, for the same byte count:

writeFile("o","Hello World")

But I think the uniform function call syntax is golfier.

Nim, 28 26 bytes

"o".writeFile"Hello World"

Yes, Nim has a function in the system module for opening a file, writing a string to it, then closing it again.