What to do when a module is uninstalled but leaves some features enabled?
If the feature is creating some items that you no longer wish to have on your site (content type, maybe) you can always uninstall that feature. Remember features are basically modules, so you uninstall them the same way (go to mysite/admin/modules/uninstall). That may start to remove some of the items the feature was responsible for (depending on the feature's uninstall script)

Also, as features are basically mini modules, they won't fully go away (or stop showing up on your features page) without removing them first. They should be located in your site/all/modules folder. Remove the feature from the file system.