Since Windows 2008, it is possible to protect OUs from being deleted accidentally. This feature is enabled by default when creating new OUs in AD Users and Computers.

If a container is marked as protected from accidental deletion, you get an error message when trying to delete it.

To unlock the OU, you have to enable Advanced Features from the View menu. This will provide you with extra stuff to set. One of these is the ability to turn off the accidental deletion protection.

Right-click the OU you wish to delete and select Properties. Navigate to the Object tab (which would not be present if Advanced Features wasn't enabled). Uncheck the checkbox saying Protect object from accidental deletion. You will now be able to delete the object.

Optionally, you can afterworths turn off Advanced Features to hide the advanced and hidden objects again.