Why can't I delete certain cookies in my privacy settings eg Addidas?

I'm having a problem with certain cookies (using Safari) on my MacBook Pro, it seems some cookies will not delete when I click on them and then hit remove using the privacy - this is in the Manage Website data in preferences. They disappear for a few moments and then reappear. One in particular is from Adidas. Does anyone know how I can stop this behaviour? Thanks.