Typo3's clipboard makes deleting a number of files at one time a snap.  Check the files you want to delete, then click the delete icon (garbage can).  You will get a dialog box to confirm so you have a chance to back out.

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Make sure the file has no "Ref", reference.  If it does, it's being used somewhere and once it's deleted, it can no longer be accessed.  There is more on referencing files here.

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