Niko Neugebauer has some advice on how to clean up backups which live in Azure Blob Storage:
Continuing the topic of the Backups to Azure Blob Storage that I have kind of kicked off with the post Striping Backups to Azure Blob Storage, I want to touch on the important aspect of “keeping it clean” – thus deleting the old backups.
On the regular Windows Server this is a rather easy task, and if you are using a standard maintenance solution, such as Ola Hallengren’s Maintenance Solution or any other one. You can also use the regular SSMS maintenance (*cough* for whatever reason that is unknown to me, that you might wish to *cough*), or you can easily set up a regular Windows Scheduler with Command Line Batch or Powershell or whatever tool/script/language you like.The situation is quite different with the Backup To URL functionality, the one that is available since more than 6 years (and the good old SQL Server 2012 has even got a support for it in a certain Cumulative Update – SQL Server 2012 Service Pack 1 CU 2, to be more prices)
Niko goes through five different methods you can use, so check it out.