Roach and Ghost were both betrayed by Shepperd and shot. Roach survived and died in a gasoline fire set by Shepperd's men.
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Roach and Ghost died in Modern Warfare 2 because Sgt. Shepard was never on their side he was an enemy. So, once they did what he wanted he killed them.
Roach, Ghost, Private Allen, and Sheperd.
Yes, Cpt. Shepard shot Roach and when he was on the ground, he burn his body with alcohol and a cigarette.
Roach means Cockroach (some of the people who have dirty minds will laugh at that) , and a cockroach can live many days without its head
Nothing happens other than getting the achievements and trophies in modern warfare 2. But in modern warfare 1, you get to unlock certain cheat codes that can be used during the game.