Yep. As long as you've had the account for over 12 months. I did this a month or 3 ago. However, as I kept the internet and home phone, they decided to hang onto my deposit for the 3 tv boxes until I cancel the whole lot.
If you turn up at the shop with the box, remote and cable they'll end it there - make sure you get a copy of your final bill stamped as paid though as they're proper st.