On the External References palette, make sure all references are displayed by switching the Missing toggle off.
In the File References pane, right-click the underlay you want to detach and choose Detach.
The underlay is no longer linked to the drawing file. All instances of the underlay are removed from the drawing.
Note: Erasing an individual instance of an underlay is not the same as detaching it. An underlay must be detached to remove the link between the referenced file and your drawing.