Well, I hate to give up without a fight, so in the cool evening hours I'd spray the plants with an insecticidal soap spray and see if it helps with the aphids. Often, just spraying the undersides of the leaves with a really sharp, high-pressure stream of water will knock them off and a lot of them just move on to something else.
One question to ask yourself, though, is how much more of a harvest you are expecting from them and, also, is it a good enough harvest to be worth the effort to save them, or would you be just as well off to go ahead and yank them out?

At my house, the answer would be that the cukes already have produced far, far beyond what I was expecting and hoping for, so there is no real reason to put a huge effort into saving them. The winter squash, on the other hand, has only produced one ripe squash so far, but has many green ones on it and still is blooming and setting more fruit---so that would be worth expending time and effort to save it. (Unless you are so squeezed for time that you cannot find time to do it.)

Down here in Love County, my pickling cukes have gone downhill really fast the last 2 weeks, but it really doesn't matter. I was through making all the pickles I intended to make, but still have been harvesting the cukes, slicing them up and putting them out for the deer to eat at night. We have two large herds of deer coming at twilight every night to eat cucumbers. They are going to be really disappointed when the plants give up and I yank them out.

With the winter squash, we have not had much rain at all the last couple of weeks, so they wilt terribly during the day, and recover at night...but every morning they recover less well than the day before. I think it is more heat than pests that is responsible for this, but every day when I see them wilt I wonder if they are going to come back again. It isn't a lack of water because I am watering them deeply and fairly frequently. It is just they transpire huge amounts of water out through their big leaves every day in this hot weather.

I water the winter squash and cucumbers regularly, but between the extreme heat and low rainfall, they still are struggling and I think about that and then I say "Duh, it's August....". The spider mites and grasshoppers are just aggravating the situation.

So, if your weather has been like mine, it may be your plants are struggling with more than just the aphids, even though the aphids are the obvious problem you see first when you look at the plants. If you spray them with insecticidal soap (or another pesticide treatment of your choice) and water the plants well (and feed them if they seem hungry), and they still don't perk up and look better in 3 or 4 days, then maybe they are too far gone to save.

Here in southern OK, I feel like our worst weather always is the first two weeks of August, and if we can just keep our plants alive until mid-August, they then usually perk up a lot as the weather begins to cool down and they produce well in the fall. That probably is more true with winter squash than with cucumbers. I am happy every year if my pickling cukes make it to the beginning of August. By August, they've already produced heavily, so I know they must be tired....and then it is easy for pests, heat or disease to swoop in and get them.

We still have roughly 90 days of frost-free gardening weather left, so you could remove them and replace them with something else. It isn't too late to plant cucumber seeds for a fall crop, though you're about out of time to plant winter squash for a fall harvest, unless we have a really late first freeze.

Hope these rambling thoughts help.....and hope the vacation was fun!!

Dawn