You cannot delete your account. But it seems that if you delete the application from Facebook or Myspace, and not play it for 60 days, your account gets deleted. Very shady, but what do you expect from the king spammer on social networks?
For more info on how to delete Mafia wars from your Facebook, check this:
And for MySpace:
Our advice is to stay away from games like these as much as possible. They are notorious for their spamming activities.