Q:

Is it possible to delete from multiple tables in the same SQL statement?

It's possible to delete using join statements to qualify the set to be deleted, such as the following:
DELETE J
FROM Users U
inner join LinkingTable J on U.id = J.U_id
inner join Groups G on J.G_id = G.id

WHERE G.Name = 'Whatever'
and U.Name not in ('Exclude list')

However I'm interested in deleting both sides of the join criteria -- both the LinkingTable record and the User record on which it depends. I can't turn cascades on because my solution is Entity Framework code first and the bidirectional relationships make for multiple cascade paths.
Ideally, I'd like something like:
DELETE J, U
FROM Users U
inner join LinkingTable J on U.id = J.U_id
...

Syntactically this doesn't work out, but I'm curious if something like this is possible?

A:

Nope, you'd need to run multiple statements.  
Because you need to delete from two tables, consider creating a temp table of the matching ids:
SELECT U.Id INTO #RecordsToDelete
FROM Users U
   JOIN LinkingTable J ON U.Id = J.U_Id
...

And then delete from each of the tables:
DELETE FROM Users 
WHERE Id IN (SELECT Id FROM #RecordsToDelete)

DELETE FROM LinkingTable
WHERE Id IN (SELECT Id FROM #RecordsToDelete)

A:

The way you say is Possible in MY SQL but not for SQL SERVER
You can use of the "deleted" pseudo table for deleting the values from Two Tables at a time like,
 begin transaction;

 declare @deletedIds table ( samcol1 varchar(25) );

 delete #temp1
 output deleted.samcol1 into @deletedIds
 from #temp1 t1
 join #temp2 t2
 on t2.samcol1 = t1.samcol1

 delete #temp2
 from #temp2 t2
 join @deletedIds d
 on d.samcol1 = t2.samcol1;

 commit transaction;

For brief Explanation you can take a look at this Link
and to Know the Use of Deleted Table you can follow this Using the inserted and deleted Tables
 

