Anything that is clearly dead should be removed now. But make sure the stem is truly dead, not simply dropping leaves prematurely due to stress. OTherwise, prune as you normally would. While most hydrangeas do not love hot summer weather, they should be able to muddle through if watered regularly. There are root rots that can cause hydrangeas to die off, too. If the dieback continues and kills entire plants, you will need to remove the affected plants entirely. Hopefully though, the plants are just stressed and headed into dormancy a little early. You may not have a complete answer until next spring, so dont' remove anything that isn't clearly dead.