They die, just like everyone else. Belief in an afterlife is just wishful thinking. Or, in the case of Hell, a boogeyman used to scare people into doing what you want them to do.
That's what I believe, anyway. I don't really give a shit what other people believe, and I don't care to argue with people that believe differently. If I felt like being a douche and arguing about it, I'd still be an Atheist.