Is there any way I can delete my Twitter direct messages from all my devices? I tried deleting them from the web, but I can still see them on my phone. I also tried several web services but nothing seems to delete them from every device. Help?
If you can't see it anymore from the Twitter Web interface, they have been deleted for good.
If by mobile you mean an application, then they're being cached. Your mobile app doesn't know that you deleted them or doesn't have feature to remove them from cache once they have been deleted. If it really bothers you, Clear cache and/or data of your app, and they should go away.
Out of plain ole curiosity about this topic, our isolated experimental results just confirmed that Bibhas's answer may not be the case at all for public tweets, which probably means DM, too. We would have expected him to be right. However, we used a couple of different delete-all tools over past couple weeks to give 'em time to work in two batches of 3,200 at a time; due to the test account storing less than 6,400 tweets. The tweets appear to be all gone from the web, but not mobile. Cleared cache, cleared data, oldest tweets still there; perhaps 1,000 or so.
Uninstalled Twitter mobile app. reinstalled. Same result.
Used a different Twitter account to see if we could still read mobile app tweets. Yep, no tweets on web, but guesstimate around 10–15% oldest tweets still appear in the mobile app, but only after refresh. When the app first loads it says no tweets. Swipe down to update, and there they are.
Next step is to try from an entirely different phone, in the event that clearing cache and data on mobile Twitter app doesn't really clear cache and data, nor would uninstalling, in this case. Will report back on that shortly.
Observation/inquiry: the remaining tweets are all 2010 and older; is there anyone from Twitter around who might be able to unofficially confirm whether there is something about the way oldest tweets are stored that is responsible for this unexpected persistence?