Is Eigen provided with XCode?
Try to do something like

pkgutil --file-info /usr/include/eigen3/your.file


That will return where the file comes from...

For instance (I do not have eigen3 in /usr/include):

$ pkgutil --file-info /usr/include/cups/ppd.h
volume: /
path: /usr/include/cups/ppd.h
pkgid: com.apple.pkg.DevSDKLeo


Let me add, Macports would not install anything in /usr/include (unless there is a bug OR You told it do so by doing a custom install).  I do not use Homebrew so I cannot comment on where it keeps the files it installs.

In any case, I have Lion, XCode 4.3.2 with the Command Line tools installed, and do not have eigen3 in /usr/include