Magento 2: Walk through collection and delete

It's the same method in M2 you can do

$collection->walk('delete');

A few examples from native Magento 2 files:

• https://github.com/magento/magento2/blob/6ea7d2d85cded3fa0fbcf4e7aa0dcd4edbf568a6/app/code/Magento/Sales/Model/CronJob/CleanExpiredOrders.php#L61
• https://github.com/magento/magento2/blob/6ea7d2d85cded3fa0fbcf4e7aa0dcd4edbf568a6/app/code/Magento/Newsletter/Controller/Adminhtml/Problem/Grid.php#L43

I could easily be wrong, but I think it depends on the entity with which you are working. Take a couple references from the core, e.g.:

\Magento\Eav\Model\Entity\Collection\AbstractCollection::delete()

public function delete()
{
    foreach ($this->getItems() as $key => $item) {
        $this->getEntity()->delete($item);
        unset($this->_items[$key]);
    }
    return $this;
}

\Magento\Customer\Controller\Adminhtml\Index\MassDelete::massAction():

protected function massAction(AbstractCollection $collection)
{
    $customersDeleted = 0;
    foreach ($collection->getAllIds() as $customerId) {
        $this->customerRepository->deleteById($customerId);
        $customersDeleted++;
    }
    //snip...
}

\Magento\Catalog\Controller\Adminhtml\Product\MassDelete::execute()

public function execute()
{
    $collection = $this->filter->getCollection($this->collectionFactory->create());
    $productDeleted = 0;
    foreach ($collection->getItems() as $product) {
        $product->delete();
        $productDeleted++;
    }
    $this->messageManager->addSuccess(
        __('A total of %1 record(s) have been deleted.', $productDeleted)
    );

    return $this->resultFactory->create(ResultFactory::TYPE_REDIRECT)->setPath('catalog/*/index');
}

It comes down to whether there is a service layer setup for the entity.