All cancellation requests must be submitted via the client portal or via the Cancel Shipment API.
Shipments that are in the Validating or Ready to Process status may be cancelled on the portal.
Unfortunately once a shipment has begun Processing the shipment can not be cancelled.
To cancel a shipment, navigate to the shipment detail on the portal under Fulfillment Requests and clicking through to the Order Detail page. If the shipment is in a status where it may be cancelled, you will see a grey button titled "Cancel". Click on that button to cancel the shipment. Upon successful cancellation, you will see the shipment status updated to "Cancelled" on the portal.