My cat lost her compainion at the start of July. She didn't seemed to phased right away as they had been apart for short periods of time before. After the first day she seemed a little curious as to where he was but nothing more. The second day she would wander around meowing and looking for him and seems concerned that she couldn't find him. By the 4th or 5th day, she would sleep in Tigger's favorite spots and not move all day except for a littel food/water or to use the litter. She was utterly depressed. But that's as far as it went as we got another kitten at that point and that seemed to help her cope. It did help us a little also as seeing her that way made us feel worse.
I think cats go through similar emotions as we do when losing a companion. The only difference I guess is that they don't know where their companion has gone or why so there's a little more confusion in the initial stages. If you are down to only one cat now I might suggest getting another kitten but only if you are ready. It's a tough thing getting a new cat after losing one. We felt a little guilty at first but we never looked at it as trying to replace our Tigger, but a new friend for all of us.