If we do not require absolute convergence, then there are nonzero sequences $(x_n)$ such that
$$\sum_{n = 1}^{\infty} x_{kn} = 0$$
for all $k \in \mathbb{N}$ (assuming that here $0 \notin \mathbb{N}$; but if it is, things still work if we have $x_0 = 0$).
One example is provided by the Liouville function $\lambda$. For a positive integer $n$, let $\Omega(n)$ be the number of prime divisors of $n$, counting multiplicity. So for example $\Omega(4) = 2 = \Omega(10)$ and $\Omega(30) = 3 = \Omega(12)$. Then $\lambda(n) := (-1)^{\Omega(n)}$. From the identity
$$\frac{\zeta(2s)}{\zeta(s)} = \prod_p \frac{1 - p^{-s}}{1 - p^{-2s}} = \prod_p \frac{1}{1 + p^{-s}} = \sum_{n = 1}^{\infty} \frac{\lambda(n)}{n^s}$$
for $\operatorname{Re} s > 1$ and the fact that the Riemann $\zeta$ function has a pole at $1$ and is holomorphic at $2$, it follows that if the series
$$\sum_{n = 1}^{\infty} \frac{\lambda(n)}{n} \tag{1}$$
converges, the sum of the series is $0$. The fact that this series is convergent is nontrivial, it is equivalent - in the sense that each can be relatively easily derived from the other, significantly more easily than proving either - to the prime number theorem. Since the Liouville function is completely multiplicative, we have
$$\sum_{n = 1}^{\infty} \frac{\lambda(kn)}{kn} = \sum_{n = 1}^{\infty} \frac{\lambda(k)}{k}\cdot \frac{\lambda(n)}{n} = \frac{\lambda(k)}{k}\sum_{n = 1}^{\infty} \frac{\lambda(n)}{n} = 0$$
for all $k \in \mathbb{N}$.
A related example is given by the Möbius function, i.e. $\mu(n) = 0$ if $n$ is divisible by the square of a prime, and $\mu(n) = (-1)^r$ if $n$ is the product of $r$ distinct primes. Define
$$x_n := \frac{\mu(n)}{n}.$$
In 1897, von Mangoldt proved that $\sum_{n = 1}^{\infty} x_n$ converges (to $0$). Again this is equivalent - in the same sense as above - to the prime number theorem. Landau proved 1905 that all series
$$\sum_{n = 1}^{\infty} x_{k n + \ell}$$
with $k \in \mathbb{N}$ and $0 \leqslant \ell < k$ are convergent. It remains to see that
$$S_k := \sum_{n = 1}^{\infty} x_{kn} = 0 \tag{$\ast$}$$
for all $k \in \mathbb{N}$. We show that by induction over the number of prime factors of $k$.
The base case $k = 1$ is von Mangoldt's theorem.
In the induction step, we assume that $(\ast)$ holds for a given $k$ and show that it also holds for $k' = p\cdot k$, where $p$ is an arbitrary prime. If $p$ divides $k$, the result is easy, for then $\mu(pkn) = 0$ for all $n$, since $p^2$ divides $pk$ and hence $pkn$. If $p$ doesn't divide $k$, we compute
\begin{align}
S_{pk} &= \sum_{n = 1}^{\infty} \frac{\mu(pkn)}{pkn} \\
&= \sum_{n\notin p\mathbb{N}} \frac{\mu(pkn)}{pkn} \tag{$p\mid n \Rightarrow \mu(pkn) = 0$} \\
&= -\frac{1}{p} \sum_{n\notin p\mathbb{N}} \frac{\mu(kn)}{kn} \tag{$p\nmid kn \Rightarrow \mu(pkn) = -\mu(kn)$} \\
&= \frac{1}{p} \sum_{n \in p\mathbb{N}} \frac{\mu(kn)}{kn} \tag{$S_k = 0$} \\
&= \frac{1}{p} \sum_{m = 1}^{\infty} \frac{\mu(kpm)}{kpm} \tag{$n = pm$} \\
&= \frac{1}{p} S_{pk},
\end{align}
from which we conclude $S_{pk} = 0$.