The religion I'm familiar with (dunno about others) explicitly says that the death of either spouse terminates the marriage.

That's a good point: That's the case in both Judaism and most forms Christianity.

Yeah, but some people will go to heaven and other people will go to hell, so I don't think that's the answer.

That's very religion specific (for example Judaism in most forms doesn't believe this), and people of most religions aren't generally going to think their loved ones are going to go to hell. The counterexamples might exist in some religious traditions that have very narrow conditions such as some forms of evangelical Protestantism, but even then, most people will still be married to believers.