If they are in their own sub-Realms, just delete the Realm under Setup->Realms. Remembering 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 one needs to be done last, because that makes you relinquish control of the domain completely.