About two weeks ago, we reported on rumors of Sitelinks linking to the wrong site. Well, those rumors have just been confirmed by a Googler.
JohnMu in a Sitelink, can link to a third-party site, likely a competitor. John said:
This looks like something that happened long ago because of a bug on our side that's persisted because you're blocking the Sitelinks. Once you unblock them, they can go away on their own :). Sorry about the confusion!
So yes, there was a bug when you blocked a Sitelink that you did not want. You had to unblock them to make the Sitelink go away. Go figure.
I doubt most people will know how to do this or even think this is logical, so I do hope the bug is fixed and Google does this for all sites that are impacted.
Forum discussion at Google Webmaster Help.