losing one twin

So I found out about 4 weeks ago by ultrasound that I was blessed with twins. I went back in a few days ago at 9 weeks and found that one the babies no longer had a heartbeat. My husband and I are devastated. The thought of twins were scary at first but then we grew to love the fact of having twins! I'm just so scared now that I will lose the other! I can't stop replaying the moment I was told that we lost one, and I'm so scared it will happen to the other! The baby had a very strong heartbeat and was wiggling around everywhere so I know it is healthy, but I just can't stop thinking the worst! Has this happened to anyone else?