Allow yourself the time to grieve, then do a little housekeeping. First, get essential paperwork in order. You'll want five to six copies of the death certificate so you can apply for life insurance benefits or financial accounts. If it seems like there are missing accounts, turn to checkbook registers, bank statements and past tax returns for clues. If nothing turns up, head for the state comptroller's office, or try websites that work as intermediaries, like MissingMoney.com. Remember to let an employer, pension provider or Social Security know of the death within a few days, and get an accountant on board to start working on the final tax return.

If you received an inheritance, put it on ice for six months in a money market account while you think about your long-term goals or consult a financial adviser. "Just breathe for awhile. Most people, when they get a check, freak out because they suddenly have access to something way outside of their norm," advises Jeanne Brutman, a financial planner in New York.