Methods are disclosed for fabricating heat exchangers and Heat Exchanger (HX) tubes, as are heat exchangers fabricated in accordance with such methods. In embodiments, the method includes fabricating an HX tube by at least partially forming the elongated tube body utilizing a cold spray process during which a metallic feedstock powder is deposited over a removable mandrel. The HX tube is separated from the removable mandrel at some juncture following cold spray deposition of the tube body.