Following Matsumoto's definition of continuous orbit equivalence for one-sided subshifts of finite type, we introduce the notion of orbit equivalence to canonically associated dynamical systems, called the limit dynamical systems, of self-similar groups. We show that the limit dynamical systems of two self-similar groups are orbit equivalent if and only if their associated Deaconu groupoids are isomorphic as topological groupoids. We also show that the equivalence class of Cuntz-Pimsner groupoids and the stably isomorphism class of Cuntz-Pimsner algebras of self-similar groups are invariants for orbit equivalence of limit dynamical systems.