Hi David,
No I don't think there is an en masse close campaign response feature built in to CRM 2011. Your best option is to write an ondemand workflow based on the campaign response entity. In this you will need to update the status of the record to closed or cancelled.
You'll no doubt have a bit more logic in there to determine if the response is complete enough to be closed down & any other related data.
From the campaign responses view you can then select multiple responses & start your workflow. It's asynchronous of course so if you are doing a lot it may take a few minutes to work through, and you'll need to refresh your IE page to see the updated
statuses on the records.
Regards,
Paul
Paul Dowman, CRM Developer