Jim,
Only about 75% (or thereabout) of the PMP Exam is directly related to content coming from the PMBOK Guide. The rest of the exam tests your knowledge of other areas, like general management theory, delegation, leadership, team management, which are all not specifically addressed in the PMBOK Guide.
The biggest problem here is that PMI doesn't exactly spell out which books to read in order to learn these other 25%. But trainers have received enough feedback over the years to know which subjects to teach in order to prepare you for all the questions that might come.
However, new questions and topics are added regularly to the exam. So it is possible that you will come across questions on a topic that is new. For instance, we got a lot of feedback from students in 2009 that we should add a section on "delegation" to our training. My guess is that in 2012 we will get some feedback that some basic "Agile" should also be added.
So it's a constant feedback loop from exam takers to the trainers to the new students.
