Well we got to remember that these guys are Catholics (the irony!). We know Michael eventually confessed, but for all we know, Vito could have confessed to his sins, especially in his old age, after he retired, even if it is somewhat out of his nature to....talk much...at all.
But remember: Mama Corleone went to Church every day to pray for Vito's soul, to "make sure he go uppa there...and not down there...". If someone prayed so much for her husbands soul, would he be redeemed?
Khartoum, oh yeah, he probably went to hell for numerous sex offences, tax evasion, and probably even drug running.
Woltz was a bastard, who exploited his actresses. Room 101!