Magento: Delete Order Free Extensions

This is supported for all the versions and working fine. It supports deleting Orders,  Invoices, Shipments and Credit memos  related to the order.
http://www.magentocommerce.com/magento-connect/asperience-deleteorders.html

The following extension simply deletes the order:
http://www.magentocommerce.com/magento-connect/seamless-delete-order.html