Create a MFC Multiple Document application using MFC application wizard and name it MFCTest in vs2008, Then close vs and delete the created application solution folder (MFCTest). Open the vs2008 and create a new MFC Dialog application using MFC application wizard and exact name(MFCTest) and path for new solution as previously deleted solution. Now you can see previous solution classes like CMFCTestDoc and CMFCTestView in intellisense and auto complete lists in new solution, But we know that there isn't any of those classes in new solution.
Yes (Parse all files when opening a project) is turned on and restarting IDE doesn't fix the problem. I can still see previous solution classes in listboxes.
I think if you press VA Options -> Performance -> Clear and then VA Options -> Performance -> Rebuild and then restart your visual studio, it will work for you as a workaround.