Are you unable to delete storage accounts, containers and VHDs in the azure portal? Even when you’ve already deleted the relevant Virtual Machines?
Maybe you’re running into the case that some of your VHDs are still configured as an potential disk for some Virtual Machine. Azure will place a lease on the VHDs in order to avoid accidental deletion.
On https://portal.azure.portal.com, you can’t see these configured disks. On https://manage.windowsazure.com/ you can though.
Go to the ‘Virtual Machines’ item and click in the ‘Disks’ tab at the top of the page. There you see and delete these configured disks