Despite it’s name, “private browsing” mode does not necessarily live up to its intended function. The problem comes when add-ons are running while the browser is in private mode:

Internet Explorer and Chrome both disable browser extensions by default in their private mode; Firefox, however, does not, and this provides yet another avenue by which private information can be leaked.

One common add-on is the Flash player which has its own cookies system independent of the browser cookies. As such, private mode may or may not clean these up for you. To have your Flash cookies automatically cleared for you, check out the Firefox add-on, Better Privacy.

Flash-cookies (Local Shared Objects, LSO) are pieces of information placed on your computer by a Flash plugin. Those Super-Cookies are placed in central system folders and so protected from deletion. They are frequently used like standard browser cookies. Although their thread potential is much higher as of conventional cookies, only few users began to take notice of them. It is of frequent occurrence that -after a time- hundreds of those Flash-cookies reside in special folders. And they won’t be deleted – never.

Better Privacy can be set to prompt or automatically delete these cookies on exiting your browser which is one more layer of protection against being tracked online.