It depends a lot on the game.
One time, a PC got eaten by a crocodile. The group wasn't really emotionally invested in the game so we just kind of moved on.
Another time, a much more invested group, two characters died after a series of questionable decisions escalated. We'd had a bunch of scenes up to that point establishing the relationship one of them had with their ex husband- married too young, she matured and he didn't, but he still cared about her. The player adopted the ex-husband to give the speech, and people teared up.