Go to Manage -> Lists, and click the list you want to delete. Then from the list configuration page open the "Delete"-tab.
You'll now have two options:
Archive the list
Archiving a list will result in the following:
The list is removed from your agents (they can't work it anymore)
Duplicate detection will not take leads from this list into account
Reporting will continue to show historical stats for this list
An archived list can be fully restored if necessary.
Permanently delete the list
If you delete the list, all its leads and their data will be permanently lost.
This includes event data used to show historical reports for this list.
Please note: event data remains with a list, even if a lead is moved/migrated away from that list. So other lists that have had the leads associated now being deleted, will still have their stats.
You should only delete a list that have never had any real activity on it. We strongly recommend archiving lists that have had any activity instead of deleting them. This way your reports can still show historical stats about them.
You cannot undo this action. Deleted lists cannot be restored.