To summarize (and to add an answer I just stumbled across), look at:
- Formulas (search for "[")
- Name Manager
- Hidden worksheets
- Cells having Conditional Formatting
- Cells having Data Validation
- Buttons that call macros (i.e. is that macro in THIS workbook?)
On any sheet, the last three can be reached easily by F5 --> "Special..."
Save, close and reopen the file to update the "Edit Link" list, otherwise the links may still appear even if the source has been successfully removed.
The brute force method would make a copy of the workbook, delete every suspicious object, button, and even worksheet, one at a time, and see when the "Edit Link" window shows that the troublesome link is no more.