If a product still shows - then it's still in the database. The way osCommerce finds it's products, is by searching the "products" field with "whatever" rules applied to it (like sorting, new products only, category, etc...).
With that said, go log into your phpMyAdmin, and check the Products entry. Browse the Products, and you should find the one that's still listed.
Also, check in your osCommerce Admin. Under "Tools" there should be "Cache". If you are cache'ing any files to the server - they will be listed there. Hit the "Recycle" button if there are any files.