in Apple Mail?
If so, yes there is a way to delete multiple messages at once.
First option (to select a continuous group of emails.)
Click to select the first email that you want to delete,
then Shift-Click on the last email you want to delete.
This will select all the messages in between as well.
Second option is to Command-Click the individual messages that you wish to delete. You can select multiple messages that are NOT next to each other.
Hope this is what you were after!