Not sure if this has been posted before, although I tried searching for it.
I encounter this time and again.
I am using 2012 with V-Ray Adv 2.40.03. You can see that there is a part of the mesh visible (it is a roof of a building) even after deleting it. It is a group. Haven't experienced this before (in other versions of 3ds Max) and this scene doesn't have any XRefs or anything like that. I believe it could just be a bug.
Does anyone know a workaround if they have encountered one?