How to remove apps from iTunes? 12.2.x
Solution 1:
Followed @lax solution: clicked the iTunes Apps tab (not in the "iPhone" tab!) there I could select and delete the apps.
Solution 2:
I'd say, close iTunes, go to your iTunes Media folder and open the Mobile Application folder inside.
Then simply delete the IPA file of the app you wish deleted.
Finally, run iTunes and you won't see the app listed anymore.