To delete annotations or annotation values on multiple tiers, select Tier > Remove Annotations or Values.... This will bring you this dialog:

Figure 2.85. Delete annotations or annotations values

Select the tiers on which the annotations are to deleted. First select whether to delete Annotations or Annotation Values on the selected tiers and then select All Annotations to delete all the annotations/ values, Empty Annotations for removing annotation units with no values in them or select Annotations where value is... to delete only annotations/ values where annotation value matches the given value and finally click on OK.