Q:

If a cell in column A doesn't match a cell anywhere in sheet 2, column A, delete the row that contains Sheet 1 Column A

Sorry if the title is confusing.  I have a bunch of unique Loan Numbers in Column A in sheet 1 and 2.  I want a formula that will delete the row in sheet 1 if the cell in Column A doesn't exist anywhere in sheet 2, Column A. 

A:

Use this formula in B1 of sheet1:
=AND(A1<>"",ISNA(MATCH(A1,Sheet2!A:A,0)))

and drag it down. 
Formula above returns TRUE if value doesn't exist in column A of sheet2.   
Next step - you can filter column B of sheet1 for values TRUE and delete visible rows. 

Additionally, you can use Conditional Formatting for highlighting thouse cells. 
Select entire column A on sheet1 and add CF rule with formula =B1

Reslut:

