Hiya!
When you delete the app widget host manager should broadcast one of the following intents...
ACTION_APPWIDGET_UPDATE
ACTION_APPWIDGET_DELETED
ACTION_APPWIDGET_ENABLED
ACTION_APPWIDGET_DISABLED
To make use of this, in your appwidget provider class (or your custom extension of broadcast receiver) receive the broadcast (or use onDeleted() in the appwidgetprovider class) and delete from the application widget host manager the widget with the id of your widget....
Hope this helps...