Pecan pie does need to be refrigerated. Because it contains eggs, it can breed bacteria if left sitting out. Pecan pie should be refrigerated for a maximum of 3 days within 2 hours of being removed from the oven.
The same rule applies for pumpkin pies. Other not-so-obvious foods that need refrigeration include tortillas, maple syrup and ketchup.
Tortillas and maple syrup can grow mold and will do so more quickly at warm temperatures. Maple syrup will last up to 1 year in the refrigerator. Ketchup has a high acid content that keeps it from growing mold, but warm temperatures cause quality loss of freshness and flavor.