There is no way to delete a save game in-game, but you can overwrite it by starting a new game, and saving over the slot which contains the save that you want to remove. Alternatively, if you just want the save flat out gone, then there is a way to remove it outside of the game.
If the save is for the base game, then go to your copy of the game's directory, and there will be files titled "SaveX" (where X is replaced with the number of what slot the game is saved to). Right click it and delete it.
If the save is for a mod, then the process is the same, except the directory is Documents -> My Games -> Lucas' Simpsons Hit & Run Mod Launcher -> Saved Games -> MOD NAME.