After pruning, you can get the list of remote branches with git branch -r. The list of branches with their remote-tracking branch can be retrieved with git branch -vv
Then this single liner will do the trick
git branch -r | awk '{print $1}' | egrep -v -f /dev/fd/0 <(git branch -vv | grep origin) | awk '{print $1}' | xargs git branch -d
This string gets the list of remote branches and passes it into egrep through the standard input.
And filters the branches that have a remote-tracking branch. Then get the first column of that output which will be the branch name. Finally passing all the branch names into the delete branch command.
Also, remember that you'll need to run git fetch --prune first, otherwise git branch -r will still see the remote branches.