You can also go with filter!:
a = Any["D", "A", "s", "t"]
filter!(e->eā "s",a)
println(a)
gives:
Any["D","A","t"]
This allows to delete several values at once, as in:
filter!(e->eā["s","A"],a)
Note 1: In Julia 0.5, anonymous functions are much faster and the little penalty felt in 0.4 is not an issue anymore š .
Note 2: Code above uses unicode operators. With normal operators: ā is != and eā[a,b] is !(e in [a,b])