The bug has been opened on https://launchpad.net/bugs/90244

"Binary package hint: nautilus

You know how if you open a spatial nautilus window and then delete its folder, the window closes? Well, one should think its sub-folders would close too, as they get deleted as well. But they don't, they stay right there.

I think they should close for the sake of coherence.
...
I'm using latest feisty. I'm gonna describe the procedure, in case we're not doing the same:

1- Create a folder on your desktop, named "folder". Open it on spatial nautilus.

2- Create a sub-folder inside, named "subfolder". Open it too.

3- You have two windows open. Right-click the bottom left corner of "folder" and sent it to trash.

4- The window disappears, but "subfolder" remains. If you click its bottom left corner, you can see that now its route is ~/.Trash/folder/subfolder.

Is this what you're doing?"