I've configured a mercurial repository and when I go on the source page browser, I can see the directories I have removed with a hg commit command a while ago.
Previously I was using fisheye with a SVN version of this repository, and there, my deleted directories were put in grey, with a (deleted) annotation on the file in those deleted directories.

It seems to be an issue with the mercurial plugin, which do not provide the same feature than with the SVN plugin.