Like Andrew, I've been unsubscribing to all the legitimate mailings I receive from stores I've shopped with or registered for. Neiman Marcus has the dubious honor of sending me the most mail (multiple times a day) and, as I just realized, the shadiest unsubscribe form. I couldn't figure out why the mail kept coming until I actually read the instructions.
Apparently, Neiman Marcus decided to ignore all expected usability behaviors and, in essence, trick people into staying subscribed.