How do I create a workflow that would remove all events on a calendar marked Canceled?

We like the feature of having people notified whenever they are canceled

so you mean you already have a workflow that sends out notifications on 'Cancelled' event?

if so, then it should be quite easy - just extend your workflow with one additional action 'Delete Item' (or Delete multiple items).

We do not have a workflow set up, my mistake, the notification is a function of Outlook. I was able to find a solution to this that didn't involve a workflow. I achieved this by creating a calculated field within a column(I called it "Canceled") with the formula =LEFT("Title",8). I hid this column from all views. I then filtered all the different views using this column to say "show items only when 'Canceled' is not equal to Canceled". I thought I would post this in case it could help someone else but the mods can feel free to delete it as it is not a solution that required Nintex. 

   that's clever