If all the domains you wish to delete are in their own Realm, just delete the Realm under Setup->Realms. Remember that you cannot delete the Realm you're currently viewing.
If the domain to be delete is in a realm with other domains you want to keep, then you need to delete the domain's settings under:
Setup->Verification Servers Setup->Domain Mappings Setup->Authentication Mappings Setup->Domain Routing Setup->Realm Mappings
The Realm Mappings deletion needs to be done last, because that makes you relinquish control of the domain completely.