Oh my, how awful, I am sorry.
This has happened to so many here including myself, it was a terrible blow. For mine I had 3 excellent scans at 6, 7, and 8 weeks, then released to the care of the OB. My first scan at the OB showed one twin had died within the last couple of days, no warning anything was wrong. I was so upset and very worried for the surviving twin, but the baby was fine and born full term after a healthy boring pregnancy.
I stopped posting on the boards after that for the rest of the pregnancy, it was too painful to read about all the twins here