var newTH = document.createElement('th');
newTH.innerHTML = 'Hello, World!';
newTH.onclick = function () {
this.parentElement.removeChild(this);
};
var table = document.getElementById('content');
table.appendChild(newTH);
Working example: http://jsfiddle.net/23tBM/
You can also just hide with this.style.display = 'none'
.