If someone is obliterated completely then yeah they die, this goes for Oro as well. He is technically the only immortal around since as we have seen he can survive without a body, he just would be in snake form. He wanted new bodies so he could master every jutsu there was and become the perfect being.
Hidan was immortal only as long as he did his ritual.
Madara isn't immortal, he just extended his life by replacing body parts. Eventually he would die due to old age unless hashirama was also immortal (which would just be garbage)
Kakuzu is the same as Madara. He just replaced his hearts but eventually the rest of his body would fall apart, I mean he does have other organs that he needs.
People would like to say that Sasori is immortal but in truth he just moved his heart to an unaging body. His heart would still wither and die eventually.