Might as well deadhead to clean it up. If you have a reblooming variety, you may even get some new flowers.
Mine did too, We simply began a more intense watering campaign on them using a soaking hose with a timer on them, and they all came back in only a few days. The flowers on them tend to soak up more moisture then ones that have no flowers.
Hydrangeas are among the least drought-tolerant plants I know. If there flower heads have dried up, you can certainly deadhead them. But more water's key, as Woodbridge points out.
Now is the perfect time to prune if you need to reduce their size. As Steve says, rebloomers like Endless Summer, Dooley and Penny Mac may yield more flowers by August.