Firstly, I'd go back over your records and see if you have a copy of a letter you might have sent them to say you were cancelling.
Failing that, check your old phone bills to see if you can identify the call that you made to them (it'll be the one over an hour long if my experience is anythiing to go by

).
There are NTL peeps around here that can also help so make sure that you have your account number and details to hand to help them chase it down.
Finally, you might want to ask NTL for all the data that they have on you, it'll cost £10 but then you will be able to see all notes etc aganist your account to see if the 'system' was ever notified of your cancellation.