If you allowed content that is managed by an extension (Adblock Plus, NoScript) then you need to check this in the settings of that extension.
You can remove all data stored in Firefox from a specific domain via "Forget About This Site" in the right-click context menu of an history entry ("History > Show All History" or "View > Sidebar > History") or via the aboutermissions page.
Using "Forget About This Site" will remove all data stored in Firefox from that domain like bookmarks, cookies, passwords, cache, history, and exceptions, so be cautious and if you have a password or other data from that domain that you do not want to lose then make a note of those passwords and bookmarks.
You can't recover from this 'forget' unless you have a backup of the involved files.
It doesn't have any lasting effect, so if you revisit such a 'forgotten' website then data from that website will be saved once again.