Can I cancel my application if I have applied for American immigration?

You can stop it, as long as the applicant contacts the immigration office, but it can't really be revoked, because the application materials will be kept as records in the immigration office. The latter application is equivalent to reopening the case that was stopped at that time. You need to fill in the application form and pay the application fee. Moreover, the stop and restart have immigration records, which is very unfavorable for later applications.