The first thing you want to do is clean out the hive. Remove the dead bodies, any mold that has grown or any bugs that have moved in.
You have a few options at this point and they depend on whether you are going to get bees again or not. If you are going to get bees again, you may want to consider saving any of the frames with honey in them for your next hive. These frames of honey will help them grow faster the following season because they have more resources. If you go this route, make sure you put your frames of honey down in a air tight cooler to prevent bugs, especially wax moth, from getting into them. Wax moths can get into about anything and they will make a terrible mess of anything left over. You will lose the resource if you don't keep things out of the honey.
If you aren't going to get more bees in the spring OR you just don't feel you want to save the honey for the new hive, then extract the honey that's left in the hive and bottle it. You can still eat the honey, so don't let it go to waste.
Any frames that have wax on them, but don't have resources in them, you will till want to also protect from bugs. Lots of things like to eat honey and/or wax that is left unprotected by the bees. So you may want to put your empty frames in a cooler, or at least a very thick yard-waste garbage bag for safe keeping.
Make sure you clean and take care of your hive soon after you notice it has died. The longer you leave the hive outdoors, the higher the chance you will have issues.