First, if you think that you've lost control of your MailChimp account, the most important thing to do is to remain calm and act quickly. Please review this article: What to do if you think your MailChimp account has been compromised if you feel like your account has been compromised.
If you've use an app to connect to your MailChimp account from a mobile device and lose the mobile device, you can remove that app from your list of Authorized Applications or you can deactivate the API key used for it. Either of these actions will immediately revoke that app's access to your account. So say that you run the Golden Monkeys app on your iPhone and lose that phone. You can remove the Golden Monkeys app from your account and immediately shut down the link between that app and your account. Then, when you've found or gotten a new phone, you can re-authorize the Golden Monkeys app.
To remove an app from your account, go to Account > API Keys and Authorized Apps > and click remove under Authorized Apps.
You can also disable the API key used by that device (or app).
If you label each of your API keys for each device or app that connects to your account via the API, then you can easily revoke access if something happens to that device.