diff --git a/coverage/sqldata.py b/coverage/sqldata.py
index 77577437e..12676d0bb 100644
--- a/coverage/sqldata.py
+++ b/coverage/sqldata.py
@@ -615,6 +615,42 @@ def touch_files(self, filenames: Collection[str], plugin_name: Optional[str] = N
                     # Set the tracer for this file
                     self.add_file_tracers({filename: plugin_name})
 
+    def purge_files(self, filenames: Iterable[str], context: Optional[str] = None) -> None:
+        """Purge any existing coverage data for the given `filenames`.
+
+        If `context` is given, purge only data associated with that measurement context.
+        """
+
+        if self._debug.should("dataop"):
+            self._debug.write(f"Purging {filenames!r} for context {context}")
+        self._start_using()
+        with self._connect() as con:
+
+            if context is not None:
+                context_id = self._context_id(context)
+                if context_id is None:
+                    raise DataError("Unknown context {context}")
+            else:
+                context_id = None
+
+            if self._has_lines:
+                table = 'line_bits'
+            elif self._has_arcs:
+                table = 'arcs'
+            else:
+                return
+
+            for filename in filenames:
+                file_id = self._file_id(filename, add=False)
+                if file_id is None:
+                    continue
+                self._file_map.pop(filename, None)
+                if context_id is None:
+                    q = f'delete from {table} where file_id={file_id}'
+                else:
+                    q = f'delete from {table} where file_id={file_id} and context_id={context_id}'
+                con.execute(q)
+
     def update(self, other_data: CoverageData, aliases: Optional[PathAliases] = None) -> None:
         """Update this data with data from several other :class:`CoverageData` instances.
 
diff --git a/tests/test_api.py b/tests/test_api.py
index 1c5654216..885831550 100644
--- a/tests/test_api.py
+++ b/tests/test_api.py
@@ -754,6 +754,112 @@ def test_run_debug_sys(self) -> None:
         cov.stop()                      # pragma: nested
         assert cast(str, d['data_file']).endswith(".coverage")
 
+    def test_purge_filenames(self) -> None:
+
+        fn1 = self.make_file("mymain.py", """\
+            import mymod
+            a = 1
+            """)
+        fn1 = os.path.join(self.temp_dir, fn1)
+
+        fn2 = self.make_file("mymod.py", """\
+            fooey = 17
+            """)
+        fn2 = os.path.join(self.temp_dir, fn2)
+
+        cov = coverage.Coverage()
+        self.start_import_stop(cov, "mymain")
+
+        data = cov.get_data()
+
+        # Initial measurement was for two files
+        assert len(data.measured_files()) == 2
+        assert [1, 2] == sorted_lines(data, fn1)
+        assert [1,] == sorted_lines(data, fn2)
+
+        # Purge one file's data and one should remain
+        data.purge_files([fn1])
+        assert len(data.measured_files()) == 1
+        assert [] == sorted_lines(data, fn1)
+        assert [1,] == sorted_lines(data, fn2)
+
+        # Purge second file's data and none should remain
+        data.purge_files([fn2])
+        assert len(data.measured_files()) == 0
+        assert [] == sorted_lines(data, fn1)
+        assert [] == sorted_lines(data, fn2)
+
+    def test_purge_filenames_context(self) -> None:
+
+        fn1 = self.make_file("mymain.py", """\
+            import mymod
+            a = 1
+            """)
+        fn1 = os.path.join(self.temp_dir, fn1)
+
+        fn2 = self.make_file("mymod.py", """\
+            fooey = 17
+            """)
+        fn2 = os.path.join(self.temp_dir, fn2)
+
+        def dummy_function() -> None:
+            unused = 42
+
+        # Start/stop since otherwise cantext
+        cov = coverage.Coverage()
+        cov.start()
+        cov.switch_context('initialcontext')
+        dummy_function()
+        cov.switch_context('testcontext')
+        cov.stop()
+        self.start_import_stop(cov, "mymain")
+
+        data = cov.get_data()
+
+        # Initial measurement was for three files and two contexts
+        assert len(data.measured_files()) == 3
+        assert [1, 2] == sorted_lines(data, fn1)
+        assert [1,] == sorted_lines(data, fn2)
+        assert len(sorted_lines(data, __file__)) == 1
+        assert len(data.measured_contexts()) == 2
+
+        # Remove specifying wrong context should raise exception and not remove anything
+        try:
+            data.purge_files([fn1], 'wrongcontext')
+        except coverage.sqldata.DataError:
+            pass
+        else:
+            assert 0, "exception expected"
+        assert len(data.measured_files()) == 3
+        assert [1, 2] == sorted_lines(data, fn1)
+        assert [1,] == sorted_lines(data, fn2)
+        assert len(sorted_lines(data, __file__)) == 1
+        assert len(data.measured_contexts()) == 2
+
+        # Remove one file specifying correct context
+        data.purge_files([fn1], 'testcontext')
+        assert len(data.measured_files()) == 2
+        assert [] == sorted_lines(data, fn1)
+        assert [1,] == sorted_lines(data, fn2)
+        assert len(sorted_lines(data, __file__)) == 1
+        assert len(data.measured_contexts()) == 2
+
+        # Remove second file with other correct context
+        data.purge_files([__file__], 'initialcontext')
+        assert len(data.measured_files()) == 1
+        assert [] == sorted_lines(data, fn1)
+        assert [1,] == sorted_lines(data, fn2)
+        assert len(sorted_lines(data, __file__)) == 0
+        assert len(data.measured_contexts()) == 2
+
+        # Remove last file specifying correct context
+        data.purge_files([fn2], 'testcontext')
+        assert len(data.measured_files()) == 0
+        assert [] == sorted_lines(data, fn1)
+        assert [] == sorted_lines(data, fn2)
+        assert len(sorted_lines(data, __file__)) == 0
+        assert len(data.measured_contexts()) == 2
+
 
 class CurrentInstanceTest(CoverageTest):
     """Tests of Coverage.current()."""