To remove email address of sent messages from Mail I have tried to find how to remove the email addresses to which you have sent emails in Mail. 
They are not in Contacts -application. 
Not in Settings. 

I type masi.mathiasen... and I all the time get the contact which I removed from Contacts, just because I sent there one message before. 
Then, when he has got new email address it is annoying because I am writing his name there first and get the old one as autocomplete.

How can you remove an old email-address which Mail -application uses in OSX, which is not found in Contacts?
In Mail, click on the Window menu then Previous Recipients.

To locate people not in your address book, click on the empty column header all the way to the left (to the left of Name). The ones that are in your address book have an icon in that column.

Select the recipient you want to delete and click Remove from List in the lower-left corner.

Screenshots are available on this University of Wisconsin page.