EntityFramework 6 has made this a bit easier with .RemoveRange()
.
Example:
db.People.RemoveRange(db.People.Where(x => x.State == "CA"));
db.SaveChanges();
Warning! Do not use this on large datasets!
EF pulls all the data into memory, THEN deletes it. For smaller data sets this might not be an issue but generally avoid this style of delete unless you can guarantee you are only doing very small changes.
You could easily run your process out of memory while EF happily pulls in all the data you specified just to delete it.