No, spells do not end when the caster dies.
Spells end when their duration runs out.
Concentration spells end, of course, but Dismissable spells (those with a (D)), require the caster to be within range and say a magic word (or make a gesture) to end them, a standard action, so they would not end either.
Ah, forgot about the gesture or word to dismiss . Then, no, I wouldn't have any spell effects end (other than those that require concentration) when a PC died.
I thought the OP was asking about spell effects on a creature (not necessarily the caster). For instance, say I receive a Stoneskin spell from my wizard friend, but then get killed by a magic effect. If I am resurrected immediately, is Stoneskin still in operation?