It's possible to alter a savegame file to remove victory conditions. Mewtathio is on the right track, but there's an extra step or two involved.
Here's the easy(?) way to do it, without having to decipher the regular .SAV code.
Open the game you want to edit.
Switch to the Worldbuilder.
Save the WB file as something you will remember.
Exit CivIV.
Navigate to the Civ4\Saves\Worldbuilder folder.
Using notepad, open the WB save you that you made (right click > open with... >notepad)
Under the first heading "BeginGame", find the victory condition you want to remove, then delete it.
Example:
Victory=VICTORY_DIPLOMATIC -- if you delete this, there will no longer be the possibility of a diplo victory.
Save the notepad file.
Start CivIV
Select "Load a Scenario"
Select the name of the WBsave that you created, load it.
Enjoy!
(The same steps can be repeated to alter a game in progress, including adding variables like victory options you accidentally unchecked, etc.)
NOTE that because you're loading the game as a scenario, some functions of the game are treated as if you're starting from scratch. Your cities, improvements, units, etc. will all be intact. However, one of the most glaring problems that I've noticed is that GP limits are reset to zero. This means that you'll get a large number of GP's almost immediately (assuming of course that you've got a GP farm and/or a large number of GP point producing cities).
This seems unfair to me -- in the mid to late game, you should not be getting a new GP every couple of turns. But it happens this way, and I don't know how to stop it.
IMO, this is not balanced by the fact that the AIs also get a bunch of new GPs.
I hope that helps.