OS X keeps a record of every filename downloaded and source location (webpages not included) for Safari, Google Chrome, and perhaps other programs that use Webkit/Blink. This list is kept outside of your web browser of choice. Deleting your browsing or download history does not purge the system database of this information.
1. Find where you got a file online that you deleted by mistake.
2. Take control of your privacy, so you can view and delete this list of filenames as needed.
iDownloaded (GUI version)
Mac OSX.6 Snow Leopard or higher
iDownloaded.sh (command-line version)
Mac OSX.5 Leopard or higher