~$ sudo dpkg -r 'linux-headers-4.8.0-{72,77,78,79}*'
[sudo] password for ksbalaji: 
dpkg: error: --remove needs a valid package name but 'linux-headers-4.8.0-{72,77,78,79}*' is not: illegal package name in specifier 'linux-headers-4.8.0-{72,77,78,79}*': character '{' not allowed (only letters, digits and characters '-+._')

Type dpkg --help for help about installing and deinstalling packages [*];
Use 'apt' or 'aptitude' for user-friendly package management;
Type dpkg -Dhelp for a list of dpkg debug flag values;
Type dpkg --force-help for a list of forcing options;
Type dpkg-deb --help for help about manipulating *.deb files;

Options marked [*] produce a lot of output - pipe it through 'less' or 'more' !