Určitě to dokážete:
DELETE FROM `table1`, `table2` WHERE `orderId` = 500
viz http://dev.mysql.com/doc/refman/ 5.0/cs/delete.html
[EDIT:]
Toto je celý trik:
DELETE FROM `orders`, `orders_items`
USING `orders`
INNER JOIN `orders_items` ON `orders`.`orderId` = `orders_items`.`orderId`
WHERE `orders`.`orderId`= 500
Pokud je orderId varchar, změňte příkaz na = '500'
.