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or go here: C:\Users\(username)\AppData\Local\Colossal Order\Cities_Skylines\Saves appdata is a hidden folder so you'll need to google how to unhide folders assuming you don't know how already
There are two ways. You can click on the Content Manager and open the Savedgames tab; you can delete them there. Alternately you can delete them directly in your local files. In Windows they're located in C:\Users\_Username_\AppData\Local\Colossal Order\Cities_Skylines\Saves