Something I recently learned:
You can have hidden cookies and files stored on your computer.
Not through the browser, but through Adobe Flash.
They aren't called "cookies", but use the name "local shared objects". Websites can access these to track your browsing habits.
How do you remove these cookies?
Not through any link to an Adobe menu. No, there's no shortcuts to a control panel. Even right clicking "settings" within a flash webpage doesn't get you this menu.
It is kept well hidden from you, the computer owner.
You actually
have to go to Adobe's website to change those settings remotely on your computer.
The link is here:
Adobe - Flash Player : Settings Manager - Global Privacy Settings Panel
I use Firefox with the No-script flash blocker, but I still had a bunch of crap stored by blocked websites.