Mitt Romney, like any of the other Republican presidential candidates, is running on a platform of fiscal responsibility (except for Rick Santorum who's running on a platform of physical responsibility). There are some federal agencies and departments he'd like to close up. But don't ask. Or do. He still won't tell you which ones.
From the Weekly Standard:
“One of the things I found in a short campaign against Ted Kennedy was that when I said, for instance, that I wanted to eliminate the Department of Education, that was used to suggest I don’t care about education,” Romney recalled. “So I think it’s important for me to point out that I anticipate that there will be departments and agencies that will either be eliminated or combined with other agencies. So for instance, I anticipate that housing vouchers will be turned over to the states rather than be administered at the federal level, and so at this point I think of the programs to be eliminated or to be returned to the states, and we’ll see what consolidation opportunities exist as a result of those program eliminations. So will there be some that get eliminated or combined? The answer is yes, but I’m not going to give you a list right now.”