Run several commands against data in text file (SQL Server 2008 R2)
Building on Rob's answer here's some sample code to do the work.

CREATE TABLE #Keys (YourKey int)

BULK INSERT #Keys FROM 'C:\YourFile.txt'

DELETE FROM YourTable
WHERE Id in (select YourKey from #Keys)


This will need to be cleaned up with your table and column names, but it'll do the delete as a single operation.