(2014-12-16)
Problem
I've put a disk into my mdadm system that used to live in a differnet system.
Solution
Assuming you did the
echo "scsi remove-single-device 3 0 0 0" > /proc/scsi/scsi and
echo "scsi add-single-device 3 0 0 0" > /proc/scsi/scsi dance, odds are that when you inserted the new disk the md partitions on it were automatically recognized, probably as md127 etc.
What I had to do:
# mdadm --stop /dev/md126
Once I did that, the /dev/md126 file disappeared, and I could then move on to partitioning (which was a different problem) and adding the partitions into my broken mirror.