Here's that story we were talking about the other night. Two Japanese soldiers, both nearly ninety years old, were reportedly found in the jungle of the Philippines. Nobody is uncertain as to wether the men knew the war was over but, according to the Beeb, they are living amongst Muslim rebels and one of them is married. And as it has been pointed out before, the best possible way to bury your head up your ass for sixty years is to hang out with Muslim separatists.
Update: Here's a cool page with some history on holdouts.