If your on XP there is one way it is possible.
http://en.wikipedia.org/wiki/Index.dat
http://support.it-mate.co.uk/?mode=P...Index.datSuite
This is probably not the reason... but something many people overlook. That shit keeps URLs from the time the OS was INSTALLED.
EDIT: BTW I know it only keeps URLS visited in IE, but its somthing many people still overlook when it comes to privacy.