Entitlement to Social Security benefits ends at death. The payments are made in arrears. For example, the May 1st payment is for the month of April, so if a person dies May 2nd, you do not need to return most of the May payment—you are just not entitled to the June 1st payment.
If any payments are made by the Social Security Administration (SSA) after death, they must be returned. To avoid any problems, you should promptly notify the SSA of the death of a recipient. Sometimes the funeral home will take care of this for you.
If the payments are made directly into the decedent's bank account, you should notify the bank to return any amounts received after the date of death.