The ctrlp.vim plugin for Vim does not provide a way to delete open buffers and there are no plans to add this functionality.
The author of ctrlp.vim, however, provided the basis of an extension to ctrlp.vim that users could drop into their vimrc to get this feature.
This plugin has taken that snippet and improved it to add support for marking multiple buffers, in addition to implementing bugfixes.
The easiest way to install ctrlp_bdelete.vim is using Vundle or Pathogen.
You'll also need to add the following line to your ~/.vimrc:
ctrlp_bdelete#init()
This simply adds a user setting to ctrlp itself.
Open ctrlp in buffer mode (c-p c-b), filter as needed, navigate to a buffer you wish to close and press c-@ (c-shift-2). The buffer will be deleted and will disappear from the list.
You may also mark multiple buffers with c-z and then close them all at once with a single press of c-@.
Support a custom mapping instead of c-@.