I've since found the bug submission page, but I'll just follow up here and then post a bug.
I implemented the saved search api methods - so now it's a developer question suitable for this list! I was able to create saved searches for text queries and for places (e.g. place:55da0f3350b51881) I was able to add more than 10 saved searches to an account through the API - using Twitter.com, there's a limit of 10. For saved_searches/destroy.xml, according to the documentation, supported request methods are POST and DELETE, but I got the following response: <?xml version="1.0" encoding="UTF-8"?> <hash> <request>/1/saved_searches/destroy.xml</request> <error>This method requires a GET.</error> </hash> So that's bizarre. Result of using destroy.xml with GET for any saved search id was always <error>Not found</error>. Finally, I created a saved search for a query that returns no results: "djsalkofsj". On Twitter.com the result is "No real-time results for djsalkofsj" and there is no "Remove this saved search" link. You can't actually save such a search via Twitter.com, but if a user creates an erroneous saved search through an app, or one that dies after a while, there is no way to delete it through Twitter.com.