You don't leave it, but you can go inactive, and simply move it to the 'archive' for games you no longer play in.

I don't recommend this however, as every game you play to the end you get gold, based on your final point tally. After a while, this can add up and help you in games you are more interested in. All it takes is logging on and making a couple of orders every day, to stay active in a game.