How can I unselect a feature in Openlayers?

OpenLayers 2: You can unselect features with unselect and unselectAll methods of SelectFeature control:

selectControl = new OpenLayers.Control.SelectFeature(vectorLayer);
...
map.addControls([selectControl]);
selectControl.activate();

// unselect any specific feature...
selectControl.unselect(vectorLayer.features[0]);
// ...or all features
selectControl.unselectAll();

If this doesn't work, there's probably bug in your code.

Here is fiddle: http://jsfiddle.net/dHxnh/1/