Good question!
I sometimes use:
# mailx
? delete [msglist]
where msglist can be:
. name of a user (ex. delete user1)
. msg number1[-number2] (ex. delete 12, or delete 12-15)
. /string (in subject) = (ex. delete /blabla)
. :type (d(eleted), n(ew), o(ld), r(ead), u(nread)) = (ex. delete :o)
1)...