In a week or so I'm going to head to the North Point mall store (since out of the 3 MS stores near me, it's the farthest store from me and I'm not going back there anytime soon) and cancel all of my pre-orders. I didn't get emails for all of them (just one) but I have all my receipts. Bad thing is not all my receipts show a pre-order for some reason. But it should be in the system under my email.
I'm pretty sure you can only cancel the preorder at the store you preordered the game from. You can't cancel a preorder at a different store.