Probably the most spectacular goodbye was Zeki Müren, who had been in retirement for a few years due to illness, had a comeback concert and award ceremony arranged for him, and died of a heart attack on stage.
The most depressing carrying-on-when-you've-lost-it has to be Benjamin Luxon, who went totally deaf and went through years of arduous retraining so he could keep on singing as before. Except he couldn't. All those late recordings are expressionless nothing.