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For most CSM, if they die, their souls go to the warp just like everyone else (several mentions of this are in various places.one off the top of my head being "A Chaos Marine would rather die and have his soul released to the warp than be interred in a Dreadnaught").
Being Chaos Marines, this is usually stated as "soul released to the warp". After all, it's basically saying when they die, their souls go to the gods who rightfully own them, etc.
That said, resurrection rituals for them have been done by other CSM and by the gods themselves in various places. For nonchaos followers, most attempts at resurrection tend to go very very VERY badly even when "successful" (Dark Heresy has several quite horrific ressurection devices) unless the Emperor himself is involved apparently (living saints, etc). For Chaos, meanwhile, it's much more of a possibility (Salamanders and Space Wolves novels have CSM attempting/doing them and the gods keep resurrecting an Iron Warrior literally for the lulz. And Eliphas the Inheritor if you take Dawn of War in your canon. Lucius too, obviously, in his own way), but still doesn't happen that often.
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