Place a tarp or newspapers at the base of the double-wall pipe to catch dust, dirt or other debris in the pipe. The tarp or newspaper also will catch creosote if the pipe is a chimney.
Unscrew the pipe from the appliance to which it is attached, whether it is a wood stove, furnace or water heater.
Push inward on the pipe's bottom section, and twist it to release it from the top section, or the section still attached to a ceiling or wall. Continue in that manner to release all of the pipe sections. Follow the sections to the wall, unscrewing each as you proceed. Shake out all debris as you unscrew each section.
Fill the hole in the wall with newspaper or fiberglass insulation until no drafts from the outside can seep inside.
Cover the hole with a piece of plywood screwed into the surrounding studs or a scrap of drywall cut to fit the hole. You can secure the drywall with silicone caulk at the edges, cover the edges with drywall tape and fill them with spackle, plaster or drywall cement. Allow the spackle, plaster or drywall cement or plaster to cure before sanding and painting.