I want to kill Thongvar Silver-Blood, Yngol the Singer, all the Imperial Legates, the Black-Briars and the Jarls and Housecarls who lose the the civil war. Is there any way to do so?

On the PC yes, on a 360 or ps3 no.

Actually if you own a USB and have access to a PC version of skyrim you can modify a saved game on windows, then put it back onto an Xbox 360.

On PC you can use the "setessential" console command. Details here:

http://www.uesp.net/wiki/Skyrim:Console

Doesn't work.

I haven't tried it myself. I use Requiem which by default makes all NPCs nonessential except two who can't be made non essential for some reason. But the UESP is rarely wrong so I'd be surprised if it didn't work.

Console commands require very literal and specific syntax. Usually, when I think a command "doesn't work" it is because I typed something incorrectly. Often, doing it again, very carefully, will work.

This command requires the Base ID, not the Reference ID. If you click on a character in-game, I think what you get is their Reference ID. You would have to look up the Base ID's for each character you want to change, by going to the wiki or some source like that.

Also, do pay attention to the warnings on the page Turija linked to -- using these commands can permanently mess up your game in ways you did not expect. These may not show up immediately either, but if, for instance, a character is needed for some reference later in the game, and the character is not there, you may find your game crashing. So you want to be very sure that they are no longer needed not just for the Civil War quests, but for every single reference in the game that depends on them.

You might also want to check on Nexus -- I think there are some mods that do set many of the characters to non-essential once their dependent quests are finished. Be sure to read the posts there as well, to see if people have had problems resulting from the mods, if you do.

Good luck!