During the Gemini missions, when we started sending more than one person at a time in a spacecraft and also doing thinks like EVAs, these eventualities were discussed in detail.

• Body retrieval - wouldn't happen. SOP, if a crew member becomes separated from the ship (alive or dead) and cannot return to it, is to leave him behind.
• Body storage - Only an issue if the person died while aboard the spacecraft (as in the previous point). Procedures would depend on the spacecraft, its current configuration, the agenda for the mission and the wishes of the family. If the family wishes it and it's possible, the body can be returned to Earth by simply strapping it into the person's seat, or storing it in their sleeping bag. Almost any situation involving a crew fatality, however, would likely be an emergency, and such concerns would be secondary.
• A fatality of one crewmember on a Gemini mission would depend on whether an EVA was planned; the body may be released into space during the EVA. If an EVA was not planned or had already occurred, the crewmember would likely be belted in their seat and would simply ride back down to Earth.
• For a fatality on an Apollo moon mission while in transit to the moon, the mission would likely be aborted in much the same manner Apollo 13 was. While in lunar orbit, if the CMP died with the LEM on the lunar surface, that may well be a fatal situation for the entire crew, as the CMP has to coordinate with the LEM as it returns. Either of the pair in the LEM, while it's on the lunar surface, could be left there if they died. During the return leg, the body could be placed in a spacesuit (to control the odor) and left in the LEM to be jettisoned. After LEM jettison, the body would simply be strapped into the person's seat and would ride down to Earth with the rest of the crew, likely being committed to the sea by the crew of the recovery vessel.
• A fatality aboard the Shuttle would either be committed to space from the airlock or would be stowed in their sleeping bag for return to Earth.
• A fatality aboard the ISS, or any other station, would likely be handled similarly, with the additional option of placing the body aboard a Soyuz or Dragon for return to Earth.
• As far as procedures for surviving crewmembers, if they're in contact with Mission Control, the Flight Director makes the call regarding whether to continue or abort, and what the surviving crewmembers should do with the body. If they're not in contact with the ground at the time, and regaining contact is unlikely, the ranking member of the crew makes the call.
• Notifying spouse/family members: This will happen as soon as the death is confirmed, because NASA's communications loop is available to the media, and so if there's a problem the media will know about it very quickly and tell the entire world about it.
• I wouldn't know how different any member agency's procedures could be; what's possible becomes sharply limited when you're in a tin can, hundreds of miles from help.
• The #1 priority in an LOC scenario is always the life and safety of the surviving crew, followed very closely by salvaging as much of the mission as is possible. These priorities may be reversed in the right circumstances; while humans don't like to discuss assigning a monetary value to life, it happens regularly for a variety of practical and legal reasons. By most such measurements (e.g. lifetime earnings potential), the vehicle and the mission, even in a "routine" trip to the ISS or deploying/maintaining a satellite, are many orders of magnitude more expensive than any one crewmember.