In order to delete a campaign you have to remove all contacts who have been on this campaign. The easiest way to find this is to go into your Sent Folder and filter back to the time period you sent the campaign by clicking View Options. The select all and use the bulk actions dropdown arrow to remove them all from the campaign.
You can also remove contacts from Overdue Tasks in the Command Center if they are not appearing in the Sent folder. Click on the Calendar button and filter back to when you added contacts to the campaign in order to display the tasks.
If you still have trouble, please contact Support.