Windows CE is very much still alive.
Windows CE 1, 2, and 3 are usually the only OSes you see on a consumer device advertised as Windows CE, though.
Windows CE 1 was sold on "Handheld PCs."
Windows CE 2 was sold on both HPCs and "Palm-size PCs."
Windows CE 3 was sold on HPCs, some Casio devices that were similar to Palm-size PCs.
Microsoft released an OS known as Pocket PC 2000 that used the Windows CE 3 kernel, but was not Windows CE 3.
Pocket PC 2002 (and Pocket PC Phone Edition) and Smartphone 2002 later came out. They also use the CE 3 kernel.
Windows CE 4 (aka CE .net) was used on some HPC-like devices, and added a few other profiles.
After CE 4 came out, Microsoft rebranded the Pocket PC and Smartphone products as Windows Mobile, and released Pocket PC and Smartphone versions, based on CE 4.2.
Windows CE 5 came out, and was also used on a couple HPC-like devices and some other embedded stuff. In fact, you can still get some Chinese netbooks that use 5.2.
Windows Mobile 5 (again, both Pocket PC and Smartphone) uses CE 5, I believe 5.1.
Windows Mobile 6, 6.1, and 6.5 all use CE 5.2.
I believe Windows Phone 7 will use CE 6, which is a DRASTIC revamp of CE. And, WP7 isn't even backwards compatible with Windows Mobile, making it a new platform (but not a new OS - it's still CE underneath) altogether.
So, moral of the story: CE isn't Windows Mobile/Pocket PC. They aren't CE, but they're based on CE. Sorta like how Ubuntu isn't Debian, but it's based on it.