remove 2014 from wp_get_archives

The only filter i could find inside the wp_get_archives function is for displaying the links. Based on the get_archives_link filter, this should work, use it in your functions.php file:

$archive_year = 0;
add_filter('get_archives_link','wp_get_archive_grouped_by_year',10,2);
function wp_get_archive_grouped_by_year($link_html) {
    global $archive_year;
    //Get the year from the link(probably better if you change this to regexp)
    $year_new = explode(' ', $link_html);
    $year_new = explode('</a>',$year_new[2]);
    $year_new = $year_new[0];
    $year_html="";

    //If the year is not display previously
    if ($year_new != $archive_year) {
        $archive_year = $year_new;
        $year_html="<li class="year">".$archive_year.'</li>';
    }

    //Remove the year from the month link
    $link_html = str_replace(' '.$archive_year, "", $link_html);

    //Return the new links and exclude a specific year:
    if($archive_year != '2014') {
        echo $year_html.$link_html;
    }
}

Results:

<li class="year">2014</li>
<li><a href="#">January</a></li>
<li class="year">2013</li>
<li><a href="#">November</a></li>
<li><a href="#">April</a></li>