Previously I noted that you could remove deeply buried proxy objects (or zombies) using an exchange application. There are other LISP routines out there to remove proxy objects. However neither of these are possible unless you have the full version of AutoCAD but what if you have LT?
This site notes, that if you have LT you can re-save your file using the AECTOACAD command. This however might remove objects! Make sure you backup first.