The newer Shimano cassettes have removable small cogs, but the larger cogs are held together on a "spider" to save weight.
As a blanket statement, that is not true.
XT & XTR cassettes use spiders, but SLX uses a stack of individual cogs.
In both cases, they are riveted together.
BTW the new 10s XT uses two spiders for the 6 largest rings, ie there are 3 cogs on each spider.