Block is displayed on page even though no region is selected, how is this possible?
This happened to me once, turns out it was added through the context module. So check if your site has it.

Else, could have been added through the Panels module or the Display Suite module. So check if you have any of these modules also. 

If you have non of the above modules are installed then maybe it was added via a template file. So check your template files in your theme's template folder. 

Last but not least, perhaps through a preprocess function? check your template.php file if on D7 or themename.theme file if you're on D8.

Good luck detective.