(requires bash or zsh, won't work with standard Bourne shell)

After pruning, you can get the list of remote branches with git branch -r. The list of branches with their remote tracking branch can be retrieved with git branch -vv. So using these two lists you can find the remote tracking branches that are not in the list of remotes.

1:

$ git fetch --prune

2:

$ git branch -r | awk '{print $1}' | egrep -v -f /dev/fd/0 <(git branch -vv | grep origin) | awk '{print $1}' | xargs git branch -d