The new iOS 5.1 adds the capability to delete individual photos from your Photo Stream. However if you just update and go, then only photos taken since the 5.1 update will delete across all devices. If you want to truly wipe a photo across your stream from any device, you need to disable Photo Stream, wait for it to clear, then turn it back on. Once photos re-download into iSO 5.1, any one deleted will delete across all devices.