In the NIPS protocol, there is a new tag called "expiration" which is used to specify an expiration time for a message. It's value must be a Unix timestamp in seconds. This allows clients to set an expiration time for their messages, and relays can delete them at that time. However, it should not be considered a security feature for sensitive information, as anyone with access to the relay could potentially download the events.
Link: https://github.com/nostr-protocol/nips/blob/master/40.md