The normal way to do this is to use cascading foreign keys. you can get cascading foreign keys with innodb table types, or ANY OTHER DATABASE just about in existence, firebird, postgresql, oracle, mssql, db2, etc...
Without that you'll have to do some kind of join on the two tables to see if there are dependent records, then delete them by hand.
EDIT: Note that you can always just throw a delete against the known key in the subordinate tables, and if you get a 0 changed tuples there weren't any, and if you get >0 changed tuples, there were.