Deletion of data from cloud storage and services is an important aspect of privacy and security. But how easy or simple a task is it for users to complete? Cloud users' deletion practices, challenges and coping strategies have not been well studied to date. We undertook an exploratory study to better understand this issue. Through in-depth semi-structured interviews and use of deletion scenarios with 26 subjects, we explored several key questions: why and when cloud users would like to delete, why cloud users cannot delete, what causes such failures, what users do to work around these problems, and finally what do users want in terms of usable deletion in the cloud. We found that users' failure to delete arises from lack of information about deletion, incomplete mental models of the cloud and deletion within the cloud, and poorly designed user interfaces for deletion functions. Our results also show that users develop different coping strategies such as deleting from certain devices only, seeking help and changing service providers, to overcome such challenges. However, these strategies may not always produce desired results. We also discuss potential ways to improve the usability of deletion in the cloud.