We just moved the original non-wordpress site to http://example.net and deleted the original http://example.com files. Now in trying to follow the 'Using a pre-existing subdirectory install' instructions from the Wordpress Codex we're still getting redirects to http://wp.example.com.
The codex page we followed is: http://codex.wordpress.org/Giving_WordPress_Its_Own_Directory
Per steps 1-3, we started by going to the General WP-Admin Panel, changing the Site Address and URL from http://wp.example.com to http://example.com, then saved. Error 404 came and ignored per step 3.
Per step 4, within host's file manager, we used the copy function to copy the .htaccess and index.php files to the site root (public_html).
At step 5, we edited the index.php file adding /wp (the subdirectory) to make the primary line read:
require( dirname( __FILE__ ) . '/wp/wp-blog-header.php' );
What did we miss?