Classical results of Rohlin, Dold, Wall and Atiyah yield two exact sequences that connect the oriented and unoriented (abstract) cobordism groups $Ω_n$ and $\mathfrak{N}_n$. In this paper we present analogous exact sequences connecting the oriented and unoriented cobordism groups of maps with prescribed singularities. This gives positive answer to a fifteen-year-old question posed by Szűcs and has interesting consequences even in the case of cobordisms of immersions.