Doctrine Collections can be deleted in very same way is Doctrine Records you just call delete() method.
As for all collections Doctrine knows how to perform single-shot-delete meaning it only performs one 
database query for the each collection. 
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For example if we have collection of users which own [0-*] phonenumbers. When deleting the collection
of users doctrine only performs two queries for this whole transaction. The queries would look something like:
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DELETE FROM user WHERE id IN (1,2,3, ... ,N)<br \>
DELETE FROM phonenumber WHERE id IN (1,2,3, ... ,M)<br \>
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It should also be noted that Doctrine is smart enough to perform single-shot-delete per table when transactions are used.
So if you are deleting a lot of records and want to optimize the operation just wrap the delete calls in Doctrine_Connection transaction.