It's probably because you're using a 'foreach' loop but making changes to the collection each time a Row is deleted which changes the indexing of the remaining rows. In effect, the next row after the one deleted will be skipped even though it may need deleting itself.

When you're doing multiple deletions, the safest thing to do is to use an ordinary 'for' loop but iterate through the collection backwards so that deletions don't affect the indexing of the remaining elements.

I'd therefore try it like this:

string format = "dd/MM/yyyy HH:mm:ss";
for(int i = calDataGridView.Rows.Count - 2; i >= 0; i--) // ignores 'new' row
{
     DataGridViewRow row = calDataGridView.Rows[i];
     DateTime dt = DateTime.ParseExact(row.Cells[2].Value.ToString(), format, null);
     if (dt < DateTime.Today) // gives 12:00 am today
     {
        calDataGridView.Rows.RemoveAt(i);
     }
}

I'd try:

string format = "dd/MM/yyyy mm:HH:ss";
DateTime dt = DateTime.ParseExact(row.Cells[2].Value.ToString(), format, null);

Ooops yes you was right vulpes, typo there ;-)

Your code does build fine with no errors, i'm using it as below, my plan is to remove the row that contains a date older than todays date, the below kind of works but still shows some older dates, can you see what i'm doing wrong?

foreach (DataGridViewRow row in calDataGridView.Rows)
            {
                if (row.IsNewRow) break;
                string format = "dd/MM/yyyy HH:mm:ss";
                DateTime dt = DateTime.ParseExact(row.Cells[2].Value.ToString(), format, null);
                if (dt < DateTime.Today.AddDays(0))
                {
                    calDataGridView.Rows.Remove(row);
                }
            }