Comment 3 for bug 266631

As of:
ii mailman 1:2.1.11-11 Powerful, web-based mailing list manager

There is a --fromall flag, which removes the user from all lists on the server:
remove_members --fromall addr1

    --fromall
        Removes the given addresses from all the lists on this system
        regardless of virtual domains if you have any. This option cannot be
        used -a/--all. Also, you should not specify a listname when using
        this option.