I opened up a world in which I had a contraption involving a minecart with a hopper. I closed it and opened a new one. As I moved through the new world, I heard the minecart from the old one around the coordinates where it existed in the first world I had closed. Sounds like the old world was being kept track of by Minecraft. Same with chickens and other things.
This can easily be tested with Superflat.
I've just tested this again in pre4 and it doesn't seem to happen anymore.