I know you can do it with the yum-plugin-fastestmirror plugin.
/etc/yum/pluginconf.d/fastestmirror.conf has some comments
about how to prevent access to certain mirrors.
In that same directory is a blacklist.conf file, but
there are no comments in it so I have no idea what it
might blacklist. (It is apparently installed by the
anaconda-yum-plugins rpm).