Many of the popular online map tools obtain their map data from a third party. If you look in the lower corners of a map provided by MapQuest or Google Maps, for example, you will see something like "copyright NAVTEQ". In these cases, I would recommend contacting NAVTEQ to correct the discrepancy at the source.
NAVTEQ has a Web page that allows you to suggest corrections to their map data: http://www.navteq.com/updates/mapfeedback.html.