If you are using Nokia Lumia phones and wanna delete multiple contacts at one time then you might be missing this feature as on Nokia Lumia you have to delete each and every contact separately. You can do this by opening your People hub and tap on every contact and delete it.
But this will take a long time. You might be thinking that Why We Cant Delete Multiple Contacts?, actually all Lumia or Windows Phone sync with your Live accounts and each and every details are stored on your account.
So if you wanna delete all or multiple contacts on your Lumia phone then visit live.windows.com, You will see all you contact details there. Just select those contacts to which you wanna delete and then click on Delete option at the top.
It will take some time to take affect on your phone Or you can visit Settings-> Email+Accounts on your phone and Sync your account and you will see that your contacts has been deleted.