Often when you have sample data or test order you need to find out how to delete magento orders. Unfortunately in the default magento package this options is not available and there is reason for it. Because ability magento delete order can affect reports data and accidentally somebody can delete real order without ability to get it back. However if you have separate accounts for customer service and admin of magento you can give ability to delete order only for certain users using magento User Roles.

For settings up admin roles you need to open System - Permissions - Roles . There you can add new admin role and Role resources specify what actions or pages will be available for admin user. After setting up magento roles open tab Role users and select users you want to apply this roles.