Obliviate cannot destroy a Horcrux because Horcrux can be destroyed only my something which does not allow Horcrux to repair itself.
“It doesn’t have to be a basilisk fang,” said Hermione patiently. “It has to be something so destructive that the Horcrux can’t repair itself. Basilisk venom only has one antidote, and it’s incredibly rare—”
Harry Potter and the Deathly Hallows, Chapter 6, The Ghoul In Pajamas
Scientifically speaking brain stores all the memories but based on Harry Potter and the Chamber of Secrets, a soul has memories too.
I AM LORD VOLDEMORT
“You see?” he whispered. “It was a name I was already using at Hogwarts, to my most intimate friends only, of course. You think I was going to use my filthy Muggle father’s name forever? I, in whose veins runs the blood of Salazar Slytherin himself, through my mother’s side? I, keep the name of a foul, common Muggle, who abandoned me even before I was born, just because he found out his wife was a witch? No, Harry — I fashioned myself a new name, a name I knew wizards everywhere would one day fear to speak, when I had become the greatest sorcerer in the world!”
Harry Potter and the Chamber of Secrets, Chapter 17, The Heir of Slytherin
Through out the books memory charms are used on humans but not on other things. So it is hard to predict what would happen to Riddle's diary or pensieve. But you must remember memory charm does not delete (destroy) a memory, it kind of erases a memory but powerful wizards can break the spell.
He tortured her until he broke through the Memory Charm my father had placed upon her. She told him I had escaped from Azkaban. She told him my father kept me imprisoned to prevent me from seeking my master. And so my master knew that I was still his faithful servant - perhaps the most faithful of all.
Harry Potter and the Goblet of Fire, Chapter 35, Veritaserum
Now we know following things:
- Horcrux can repair itself
- Obliviate some how hides/erases the memory
- Voldemort was a powerful wizard who can break memory charms
Even if the spell worked on Horcrux, Horcrux would be able to recover from it and regain memory.
As for pensieve I cannot hazard a guess.