Any way to delete unused files without moving to a new location?

I just finished up a video that has a lot of unused footage and I'd like to delete the unused footage.  I tried using the project manager to move my files to a new location but a lot of links wound up broken, particularly in embedded AE projects.

Is there any way to delete unused files without moving the files to a new location?  And does Premiere Pro know to look for media used in embedded AE projects (it appears not as far as I can tell)?

Thanks,

rgames