Weird. I just looked up the same problem this morning myself. I found the
answer on Debra's site.

http://www.contextures.com/xlPivot04.html

"PRTex" wrote:

I can set up pivot tables just fine, but when the data source changes and I
refresh the pivot table I keep seeing old, deleted records in my pivot report
drop down lists. I've checked the new data source and verified that the data
no longer exists, but the selection is still showing in the pivot table. For
example: my data source may have a field labeled "Items". In the initial data
set, for Items there would be Apples, Oranges and Bananas. If I change the
data set and delete all Banana items, leaving just Apples and Oranges, I
still see Bananas listed as a seletion item in the refreshed pivot table. If
I select Bananas in the pivot table I do not see any data, however I want to
remove Bananas from the list all together. How can I refresh the pivot table
without showing the old data?