Didn't one source say he was torn apart by an explosion? That got retconned so he could survive.
It's the EU, go figure... in Episode III we just got a mention of a "Master Vos." No explanation given for who his is or what happens to him (I just presumed he died with all the other Jedi aside from Obi-Wan, Yoda and Vader, via Order 66 and the immediate aftermath).
And now apparently Shaak Ti is alive too, despite the fact that we have two different accounts of her death (neither seen in the movie; in one Grievous executes her on the Invisible Hand, in another she's at the temple and Anakin catches her off guard and kills her).
All of these "lost Jedi" have to survive the purge of course, to give the EU fodder to keep going. Of course before the prequels were made, they had these dozens of Jedi that had survived, that we never heard of (and were never mentioned in any of the movies). It's just because the writers (and apparently the readers) want to hear about all this Jedi stuff, and it's hard to do that if they're all dead except for the two in hiding we know about (and the one turncoat who now works for the Emperor).