Fortunately I haven't had to face any sudden losses in my life as of yet. I've thus far been able to make my peace with my departed loved ones, separated by both death and time. At a certain point I did have issues with parents with whom I had lost contact, but a couple of years ago I did reestablish relationships and my life is better for it.
I do make a point of honoring the memories of my loved ones when I can. My wedding was an avenue to do so, I carried a little pouch down the aisle which contained my grandfather's pocket watch along with his wedding ring and I wore my grandmother's wedding ring. I don't really know what happens after death, but I feel like true immortality lies in the hands of the living, and by keeping the memories of our loved ones alive, we can keep the best parts of them with us always.