iTunes Zombie Files

For some reason, my iTunes library has been generating zombie files lately. I listen to a lot of podcasts and delete them when I’m done. I use a smart playlist that catches audio podcasts so I can just plug into my iPhone and go. Yesterday and today, that playlist has kept zombie files in it after I deleted the file. By zombie, I mean the playlist has the relevant info still listed, but has a (!) next to it, indicating a broken link.
I had absolutely no idea how to deal with this, and Google was no help. So I tried manually editing the iTunes Library XML file to no avail. It just showed up again. I went to some rather extreme methods to get rid of that zombie, but I finally came across the answer:
Option-Delete
That’s it. Some proper documentation or a reliable database would be nice.