What version of Umbraco are you using? If you're using version 4 then you should just use the ASP.NET controls for logging in/ logging out.

Check the cookies, that's the most likely place that isn't being cleared. Firefox has a number of good plugins (eg - Firecookie) which allow you to see the cookies on a site

Although late, I came across the same issue and solved it with this code:

            Member m = Member.GetCurrentMember();
            Member.RemoveMemberFromCache(m);
            Member.ClearMemberFromClient(m);
 
            Response.Redirect("/");

It's the ClearMemberFromClient method that removes the necessary cookie from the client.

what way do you use for loggin in?

i always do it like this:

if (Membership.ValidateUser(account.Email, account.PassWord))
{
    FormsAuthentication.SetAuthCookie(account.Email, false);
    Response.Redirect(umbraco.library.NiceUrl(Node.GetCurrent().Id));
}

   protected void LsStatus_LoggedOut(object sender, EventArgs e)
   {
       FormsAuthentication.SignOut();            
       Response.Redirect(umbraco.library.NiceUrl(Node.GetCurrent().Id));
   }

this with custommembershiprovider.

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