When a Secret-Keeper dies, their secret dies with them, or, to put it another way, the status of their secret will remain as it was at the moment of their death. Everybody in whom they confided will continue to know the hidden information, but nobody else.
Just in case you have forgotten exactly how the Fidelius Charm works, it is;
"an immensely complex spell involving the magical concealment of a secret inside a single, living soul. The information is hidden inside the chosen person, or Secret-Keeper, and is henceforth impossible to find -- unless, of course, the Secret-Keeper chooses to divulge it" (Harry Potter and the Prisoner of Azkaban)
In other words, a secret (eg, the location of a family in hiding, like the Potters) is enchanted so that it is protected by a single Keeper (in our example, Peter Pettigrew, a.k.a. Wormtail). Henceforth nobody else – not even the subjects of the secret themselves – can divulge the secret. Even if one of the Potters had been captured, force fed Veritaserum or placed under the Imperius Curse, they would not have been able to give away the whereabouts of the other two. The only people who ever knew their precise location were those whom Wormtail had told directly, but none of them would have been able to pass on the information.  | 
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