I have never read any Star Wars books and have no knowledge outside of the Star Wars films, but after seeing Episode III I am left wondering if there are any other Jedi that escape death and remain in hiding like Yoda did. I mean with regard to the "official" events in the Star Wars universe.
At the start of A New Hope, Yoda and Obi-Wan Kenobi are not the only living Jedi in the galaxy.
The Great Jedi Purge began with Order 66 and ended roughly 18 years later, around the time the Rebel Alliance was formed. Most Jedi were killed at the beginning of the Purge but Darth Vader's main day-to-day work for those 18 years was hunting and killing the Jedi that survived the initial slaughter.
In the comic book Star Wars: Purge, Palpatine says to Vader,
In having survived, Yoda and Obi-Wan aren't exceptions to the rule. I'm certain that dozens of Jedi escaped with their lives, and in due time you will have the pleasure of killing many of them. But of greater importance is the fact that their order has been crushed. Finished, Lord Vader. Do I make myself clear?
Also, in the radio dramatization of Star Wars, Obi-Wan says to Luke,
We are not altogether alone in the galaxy, you and I. But I doubt that we can rely on help from others of our kind.
There is a list of known survivors towards the end of the article on the Great Jedi Purge.
Essentially Yes, they are the only true Jedi left at that time. While there were other force users, other Former Jedi that might have still been alive at the time.. Yoda and Obi-Wan were the only two true Jedi still alive.
Even though Obi-wan said to Luke "I was once a Jedi knight the same as your father", meaning he is no longer a Jedi Knight in terms of official status because the order is disbanded and no longer exists as an order, he was still a Jedi because of his commitement to the light side and his force powers, meaning he had not turned to the dark side since the purge began. Same goes for Yoda as well.
But there were still some other "Jedi" left in the galaxy, the insane clone Jedi Master Joruus C'Boath being the first one that Luke encountered five years after the second death star was destroyed.
This initially confused Luke beacuse Yoda had told him "When gone am I, the last of the Jedi wil you be". Yoda didn't say that there were no other former Jedi or force users alive. In fact, later on, Luke encountered a number of former Jedi in hiding and documented numerous force using orders of all kinds, but in terms of those who were once considered Jedi and were still light side users.. Yoda and Obi-Wan were the only two left. With the Death of Obi Wan and Yoda, Luke was the only true light side user left who was considered the true heir to the Jedi Order and it's teachings.