How to remove selected items from ListBox in VB.NET Windows application

Since you are referencing the SelectedItems directly as soon as one Item is removed the count is reduced and your loop does not execute on all items. Hence do the following

Private Sub button1_Click(ByVal sender As Object, ByVal e As EventArgs)
         Dim count As Integer = listBox1.SelectedItems.Count
         Dim selectedItems As List(Of String) = New List(Of String)
         Dim i As Integer = 0
         Do While (i < count)
             selectedItems.Add(listBox1.SelectedItems(i).ToString)
             i = (i + 1)
         Loop
         Dim i As Integer = 0
         Do While (i < count)
             listBox1.Items.Remove(selectedItems(i))
             i = (i + 1)
         Loop
     End Sub