We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon recent work which shows a formal correspondence between linear {\em Boltzmann chains} and Hidden Markov Models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on {\em Boltzmann zippers}, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies and thus the proper weight is pruned at each pruning step. In all our experiments in small problems, pruning reduces the generalization error; in most cases the pruned networks facilitate interpretation as well.