Delete all rows which has no id existing in another table

Question

I want to delete all rows which has no existing foreign key in another table example:

table1
+----+-------+
|id  | data  |
+----+-------+
| 1  | hi    |
+----+-------+
| 2  | hi    |
+----+-------+
| 3  | hi    |
+----+-------+
| 4  | hi    |
+----+-------+
| 5  | hi    |
+----+-------+

table2
+----+-------+
|a_id| data  |
+----+-------+
| 1  | hi    |
+----+-------+
| 20 | hi    |
+----+-------+
| 3  | hi    |
+----+-------+
| 40 | hi    |
+----+-------+
| 5  | hi    |
+----+-------+

The query will delete rows with id# 20 and 40 on table2.

I need to do this so that i could establish a relationship with table1 and table2.

Answer 1

DELETE table2 
FROM   table2 
       LEFT JOIN table1 
              ON table2.a_id = table1.id 
WHERE  table1.id IS NULL 

Answer 2

To sum up, there are tree ways to delete multi tables

1. NOT IN(SELECT ...) - @someone (he had deleted his answer)

   Delete From Tab2 where ID not in (Select ID From Tab1)
   

2. LEFT JOIN - @eggyal

   DELETE table2
   FROM   table2 LEFT JOIN table1 ON table2.a_id = table1.id
   WHERE  table1.id IS NULL
   

3. NOT EXISTS

   DELETE
   FROM  table2
   WHERE NOT EXISTS (
     SELECT 1
     FROM table1
     WHERE table1.id = table2.a_id
   )
   

According to What's the difference between NOT EXISTS vs. NOT IN vs. LEFT JOIN WHERE IS NULL?, different RDBMS perform differently.