what happens when one dies

Jennifer • Proud mother to a baby boy. 1/20/18
I know this is a horrible subject and I don't have twins or triplets but I have experienced a MC at 11w. I see on here people pregnant with twins and triplets and all I think is what if. What if something happened to one of them does the pregnancy still go on or does it damage the whole pregnancy. What if your pretty far along let's say 28 weeks and you have multiples and something happens to one what happens then cause you want your remaining to get bigger and stronger but you can leave the other child in there. I know this is a horrible subject but I've always been curious as to what happens. Does anyone know?