How can I remove all not used assets in a project and just keep the ones used in the scenes?
I don't know of any Editor tool that does this and in fact there are a number of threads about unity's need for a "Clean up unused files" function.
But you can look at the log after a build and then delete all the files that aren't used either from within Unity or maybe right a batch file or whatever and delete them that way from outside Unity.
See this if your not sure how to open the console Log. http://unity3d.com/support/documentation/Manual/Reducing%20File%20size.html
Thought I’d add my two cents to this old question.
One method I use is to select the scene file in the Assets, right-click and select Find Dependencies. The Editor should display all the assets needed for that scene, then you can move them into a single folder. Do this for each scene and you should be able to then safely remove everything else not in that folder.
If you decide to make a folder for each scene, keep in mind that shared assets may be moved each time, but they should be in one scene folder or another. Naturally, you can reorganize your assets afterwards.