Have you tried using xkill? That will destroy the window, though it will leave behind the su process and it's children. You can try to Ctrl-C in the xterm to kill the process. Or if it's actually an xterm process (and not gnome-terminal or some such) you can Ctrl-Left-Click and send a KILL (or other) signals to the child process.
UPDATE
I think you could add something like this to your .mwmrc:
Keys MyKeyBindings
{
Alt Shift<Key>F4 window f.exec "xkill -id <WM_CLIENT_LEADER>"
}
The reason that f.kill and Close in fvwm doesn't close an xterm -e su - is because the xterm can't end the sub-process. So to get the Window Manager to end the xterm it needs to be destroyed and not politely asked to close.