A tiny Windows app for this purpose was mentioned a few years ago, but here are the Linux and OS X commands to recursively delete empty directories below the current one (use at your own risk, as the slightest mistake can erase all of your data):
find -depth -type d -empty -exec rmdir {} \;
find ./ -depth -type d -empty -exec rmdir {} \;
/nix | Nov 07, 2007