Do lithium batteries die if not used?

There are many different chemistries of lithium batreries, but as a general rule of thumb:

rechargeable batteries that sit for over a year die. they self discharge to a low enough voltage that its not possible to recharge or will have severely diminished life. this is why most if your old cell phones done really work after sitting in your desk drawer for a few years.
non rechargeable batteries (aka primary cells) have a very long shelf life (10+ years). this is due to a small layer of chemicals that build up inside the cell that prevent self discharge. this layer of chemicals burns off when you finally end up using the battery.