you might be able to do it on a smartphone, i think you an get an app for iphone/ipod touch that lets you browse files in the inner worings of the phone, you might be able to move and delete them too (ie. like windows explorer on the pc)
normally it's not something you would normally need to do, you only need to make more space to add more files, which is done via a computer. normally delete wouldn't be on the device mainly so you can't delete the music by mistake by button mashing in your pocket/bag
why do you want this function?