Is there a way that I can archive an entire default email send program (i.e. the campaigns, smart lists and emails) all in one go? When I try clicking on the default program my only option is delete program, which it then says I cannot do because the file isn't empty.
You need to create a campaign level folder first and convert it to an archive folder. More info: Understanding Folders - Marketo Docs - Product Docs
Then you can drag that entire default program into the archive folder.
Also a good tip is to rename the Archive folder to something that begins with a "z" or some other uncommon character so that when the left navigation window lists folders and programs alphabetically, the Archive folder will be towards the very bottom.
Definitely agree on the "z" or uncommon character prefix. Specifically, since Marketo organizes numerically first and alphabetically second, I'll generally prepend all of my folders with numbers to keep things organized and aesthetically pleasing. This also allows you to control the exact order of folders and programs in the instance.
As Devraj put you'll need to archive in a folder location. One thing I wanted to add though is it's important to note that anything you archive isn't automatically deactivated. So any triggered or scheduled campaigns should be turned off at the time of archival.