Physical evidence of the existence of a species does not necessarily mean that this species has ever existed. Here, I am specifically talking about birds, where it turns out some "extinct" species are based on single skins collected in the 19th or early 20th Century.
The problem with birds is that they hybridize a lot, and bird species are not always very distinct from each other. Several species of hummingbirds that we know of only due to single examples collected for the millenary trade. These so-called "Bogotá Skins" (for their central shipping point out of South America to Europe) may in fact represent evidence of a new species of now extinct hummingbirds -- or they could simply represent hybrids of other hummingbirds. With about 10 percent of all bird species known to cross the "species barrier," it's hard to know.
What is known for sure is that at least one "Bogotá Skin" thought to perhaps be a cross-breed one-off was, in fact, a new species and it is not an extinct species. The Cone-billed Tanager was rediscovered in 2003 by D. Buzzetti in gallery woodland and Cerrado in the Emas National Park, and was independently rediscovered at the same locality in 2004 by B. A. Carlos.