Import a list of email addresses (in a text file) - then click 'delete' and this will delete the whole batch of email users from your mailchimp list.
There will be no 'are you sure' screen, and no 'undo' button. Once you delete these users they will be gone completely from your list. - As will their unsubscribe data, and activity history etc. Make sure this is the right action to take before you do this! Mailchimp offers a bulk unsubscribe feature which is safer. Also it might be worth backing up your data first.