If a death occurs to an annuitant, a spouse, or survival you can go to the OPM web site and report it on line, go to https://www.opm.gov/retirement-services/ then go down to the report a death link and click on it.
You can also use these attached forms as well.
OPM will require a Death Certificate as well.
Notification is important because you probably will need to change your medical to Self Only. Your annuity or your spouse annuity will need to be changed.
In addition you will need to notify Social Security if you or your spouse receives Social Security.