By mail, Romans would do a body check after a battle and every soldiers name was documented before they got in the army. So if any of them would be missing they would know because from the list of soldiers names. After they found out that a soldier died or was missing they would notify the family. On many occasions errors accord though. If an army was completely destroyed they would know because no couriers would come from that army, and so Rome would send scouts to investigate. The scouts would return with the bad news if they found an destroyed army and then Rome itself would inform the family's. Please note that Roman documentation was top notch. If we look at other empires we can say this was much harder to do with limited documentation.
Hey there! :) I typed up a reply to this same question a few months back! I'll go ahead and post that reply there, because the responses in this thread so far are....lacking.
Alrighty, 'cause I just noticed this thread, I'm going to go ahead and do a writeup on this. I'm going to try to address all of the questions already asked in the body, so bear with me (barring the question that's outside the purview of my specialty).
First, I'm going to confirm a simple fact. Roman soldiers were not allowed to get married. That changed depending on rank, but the rank and file were not legally allowed to get married - so there weren't any wives at home that had to get that painful letter (for the standard legionaries). However, men are men, and people are people- and the vast majority of the time a legion was just garrisoned in a province. People in that situation, naturally, develop relationships, and those relationships were tactfully ignored by the officers, who totally understood the situation these men were in. They weren't allowed to get married, but they WERE in love - the great rock and hard place argument :) The thing about being in the Legion (I'm assuming we're talking about the Principate here - that would be ca. 0-300ish CE) was that once you were in, it was a 25 year commitment. While you got great benefits, those 25 years could be hard on a man - especially when that man wanted a family. So, the natural solution? "Civil unions."
Those civil unions were essentially the same as marriage, just without any of the legal entitlements that they would otherwise have- so pretty much, it was marriage. Just without the government recognition. Confusing, eh? :)
One big issue with this was that many of the women that the Romans took to wife were natives of the area they were garrisoned in, or even former slaves (The soldier would buy them and promptly free them). Those families would, of course, also go on to have children - and those children called themselves "in castris" - or "born in the camp." They generally went on to join the military, just like their parents, and there's a tombstone outside the fortress of Legio II Augusta that commemorates a woman, her soldier son, and her husband. The monument itself was erected by her daughter.
However...the unfortunate bit is that there are always those damn legalities. We have evidence of seven cases that deemed children born during their father's terms of service to be "illegitimate." Didn't matter if they were citizens or anything - if they were in the legions or auxilia, that child had no claim to be the heir of their father, his will, etc. Same with the wives - except the wives also couldn't get their dowries back (Legal wives could).
Now, on to the husband dying! It's hard to say exactly how they were informed - however, if they were one of these quasi-wives, it would have fallen to the man's tent group (contubernium) - who would have known about the quasi-marriage - to let the woman know. The wives either lived right outside the fort in the canabae, or even in the room with the rest of the contubernium. A quick note here - privacy wasn't such a huge deal until recently, most especially regarding situations with large families (All in one room) or in these cases (8 men in one crowded room - it would have been relatively common for at least one to have a woman in there with him).
I do want to stress though (regarding another question in this thread) that the legionaries still maintained strong family ties with both their quasi-wives and their "illegitimate" children. The vast majority of tombstones near military encampments are commemorations by the wife or "unrelated heirs" (coughchildrencough). We have multiple declarations by these soldiers declaring these children to be their heirs, the children are explicitly mentioned in the wills, and provided for them. As for notifying family (such as parents, siblings, etc), I have no source on that one - I can only speculate that the contubernum would send a letter to them as well.
Finally, onto one last question that was addressed - "Could officers and commanders be married?" The answer to that is yes....ish. The senatorial and equestrian officers were certainly allowed to be married. Legionary centurions were also exempt, however, we have no sources regarding the auxiliary centurions or the decurions - we can assume that they would also be exempt, but it's no guarantee. Their wives and children would also have accompanied them, but they (The senators and equestrians, at least - the centurions could and did) were forbidden from marrying local women. The senatorial and equestrian officers also spent far less time in the military - it was generally just a step in their career.
Now, finally, on to what happened when a soldier died! One of the (many) deductions from the soldier's pay was a contribution to a "burial fund" that was organized per century. It wasn't much - it would only cover the costs for a basic funeral - but it was something. I'll go ahead and just quote straight from Goldsworthy for the next bit:
A funeral procession, carrying the corpse on a couch, would leave the fort or camp, for like many contemporary societies the Romans insisted that burial take place outside the settlement. Once outside, and often on a site running alongside the main road leading to the fort, the corpse would be laid on the couch on top of a funeral pyre, There it would be burnt and, once consumed by the flames the ash of both corpse and pyre gathered into a funerary urn, made sometimes of marble or metal, but most often of glass or pottery, which was then buried. Around the grave site the mourners took part in a funeral banquet.
[...] The chief mourners were a man's comrades and, as the practice of taking an unofficial wife became widespread, his family. It is doubtful that the burial club paid for more than the most rudimentary of markers for the grave, but many soldiers set aside money to pay for expensive stone monuments. Many tombstones state that they were erected by a man's heirs in accordance with his will.
I sincerely hope that helps :) If you have any more questions, please don't hesitate to ask them!
Sources:
-Goldsworthy, Adrian - The Complete Roman Army
-Scheidel, Walter - Marriage, families, and survival in the Roman imperial army: demographic aspects
If you are looking at Rome at the 1st century B.C.E. you'd see that most roman soldiers (high officers like Generals excluded) were forbidden from getting married. In order to get married legally, you would have to gain special permission from either very high ranking people in the military, or a state official. Most soldiers refrained from this anyway, especially enlisted soldiers since they all signed 10 year enlistments initially, and most of them would be stationed far from Rome or the Italian peninsula for the duration of their time.
I'm pulling this from the textbook, The Roman Army: A Social and Institutional History by Pat Southern (http://smile.amazon.com/The-Roman-Army-Institutional-History/dp/1851097309/ref=sr_1_1?ie=UTF8&qid=1395411038&sr=8-1&keywords=The+Roman+Army%3A+A+Social+and+Institutional+History) It's an expensive textbook, so I don't expect you to buy it, but if you are intrigued by the Roman military, there isn't a better book that I've come across that outlines everything so well.