WordPress 3.0+ is great. It shows you your uploaded header images.
It’s too bad it doesn’t let you delete them as well!
The answer is here with a simple yet extremely useful little plugin called Delete Custom Header.
Unlike WP’s “Remove Header” button, this plugin completely removes the header image data
from the database and the files from the server.
For themes with a header option, like Twenty Ten, Twenty Eleven, etc.
Just upload, install and activate.