The Wikipedia entry for density states
Osmium and iridium are the densest known elements at standard conditions for temperature and pressure but certain chemical compounds may be denser.
I have not been able to turn up what these chemical compounds are. I can imagine a salt or some molecule in which dense atoms (e.g. of mercury) are packed in a conformation such that these atoms are held closer together than in the pure metal, so giving the molecule a higher density than the pure metal or of higher molecular weight metals like osmium.
I know there are elements with higher molecular weight than osmium and I have read about superdense exotic states of matter. I am curious about this chemical (presumably comprised of atoms with lower MW that osmium) which is more dense than osmium - presumably at earthly temperatures and pressures. Or an osmium-containing molecule more dense than metallic osmium would qualify.
If someone can answer this question he or she might also consider editing the Wikipedia article to clarify.