Technically, you can delete parts of a legend, but I only know how to do it via code, not via to UI.
I should mention that using the multiple-output syntax for legend is "not recommended" by the official documentation, meaning this code could easily break in future versions of Matlab... but they've been saying that since the HG2 release in 2014b and so far I've only encountered problems in a few edge cases.
Anyway, if you really want to delete parts of a legend, here's how you can:
% An example plot, 10 to-be-labeled lines and 3 extras
h1 = plot(rand(10,9), 'ro');
hold on
h2 = plot(rand(10,3), '-k');
lbl = strtrim(cellstr(num2str((1:12)', 'data%d')));
% Label everything
[hleg, hico] = legend(lbl);
% Delete objects associated with last 3 black lines
istxt = strcmp(get(hico, 'type'), 'text');
hicot = hico(istxt);
hicol = hico(~istxt);
delete(hicot(ismember(get(hicot, 'String'), {'data10','data11','data12'})));
delete(hicol(ismember(get(hicol, 'Tag'), {'data10','data11','data12'})));
The better solution would be to just not label those lines at all from the start:
% An example plot, 10 to-be-labeled lines and 3 extras
h1 = plot(rand(10,9), 'ro');
hold on
h2 = plot(rand(10,3), '-k');
lbl = strtrim(cellstr(num2str((1:12)', 'data%d')));
% Label only the desired lines
legend(h1, lbl(1:9))
