Would it be appropriate to end a side story as soon as a character is killed off?
I am currently writing a war story written from different perspectives on both sides of the conflict. Every primary character of the story has their own side story with a family, life, etc., yet they never come in contact with one another directly with the exception of the war itself. I also want to put emphasis on a character's death, so to do so I was thinking of ending their specific story the moment they get blown to bloody bits by a hand grenade or something along those lines. I was planning to convey the tragedy of war within the way how the story is told in tangent with the content.
Example: Say one of the characters is called to active duty a few weeks after realizing that his child has a terminal illness. Before he leaves, he makes a promise to the child that he will return. His camp is ambushed by the opposing army a few weeks before his service is over, and he ends up a casualty after a stray bullet beheads him. The story never returns to his surviving family for the rest of the book in order to portray that he really is dead.
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You absolutely can do this
What is appropriate or not is entirely a matter of your own personal style. How you handle character deaths is part of that style, and it may separate good works from the great ones. There are a couple of different broadly-generalised way to handle the death of a POV character.
Hand that subplot over to another POV
This is possibly the most common approach. It has the benefits of allowing you to tie up lose ends and gives the readers closure over the death of that character. However if done badly, it can be jarring or even detrimental. For example:
In Allegaint, the final book in the Divergent series by Veronica Roth, the POV character dies toward the end of the novel. However to set up the transition of POV, Roth includes a second POV from the start of the third novel. This somewhat gave away the ending. Additionally the distinction between the two POV is poor and it often feels as if the POV didn't change at all.
If you do choose to transition to a different POV to finish the subplot ensure there is a meaning distinction between the POV. You can show this by varying the narrative voice you use in these chapters.
Jam the subplot into an unrelated POV
Sometimes authors want to kill off characters, but they also want to finish their story. To achieve both without introducing a new POV they will sometimes find an arbitrary reason for the loose ends of the subplot to show up in another characters arc. Often this doesn't make a lot of sense or feels forced.
It can be done well though, and if so it does provide a good way to provide closure to another arc. If you take this approach try to ensure that the segue makes sense. Don't have an unrelated character suddenly run into your dead characters widow just to close the arc.
Drop the arc entirely
This is the method you are proposing. Not only is it appropriate it is far more common than you might think. The most prominent example is:
A Song of Ice and Fire series by G.R.R. Martin. In it characters arcs simply end with their death. The unanswered questions, loose ends and related minor characters simply disappear. Occasionally there will be mention of it in another POV's chapter but usually only in passing and rarely does it clear up the entire subplot.
The consequences of this approach are the frustrations for your readers. "But I wanna know what happened..." If you do this right thought you can use that frustration to make each death far more meaningful. Readers will be far more invested in the lives of their favourite characters if they know their death will mean an unfinished story. I believe this is part of what made the example so successful.
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Although it IS okay to end a side story as soon as a character is killed off; it is NOT appropriate (i.e. seen as good writing by readers) to end a story without resolution of the character's arc. The "surprise" ending of this POV you outlined will be seen as crappy writing, it will not evoke any of the emotions you seem to think it will.
In this case, the way to handle this character's downward arc is prophetic depression and foreshadowing. The foreshadowing is to put in his story line somebody much like him, say Joe. Similar background, similar interests. Joe is also promising to return to his wife, Emily and his child, Alicia. They become friends. Then he watches Joe get killed, and it shakes him; that his friend could not keep his promise.
After his friend gets killed, his commanding officer asks for volunteers to gather Joe's effects; and among them our hero finds a letter. "Dear Emily, Dear Alicia. I am so sorry I won't be with you, ..."
A death letter.
Our hero is in war, death of men just like him is all around him. The "prophetic depression" is him realizing he isn't that special, they all promised to return. When he gets his final order, their mission sounds bad enough his fear breaks. He sits down and writes and his own death letter, stuffs it in his pack, and marches into battle.
In other words, to complete his arc, you need to tell all about the consequences after his death, before his death! You do that through proxies or stand-ins for himself, so he actually experiences some semblance of the emotions he would feel if he could feel, after his death, through empathy and sympathy with his fallen fellow soldiers, (those are "foreshadows") and turning the deep depression he would have felt by failing his wife and child into a prophetic depression; before the battle he just knows he is not going to make it.
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This depends on which aspects of the war you want to look at. For your example with the child and the family in general it might be better to take the already explained path: explore the implications of his death by showing what the people who loved him have to go through afterwards. You can show that it's not just one death - it's a horrible spiral where a multitude of people have to suffer. Everyone who cared about him is affected in some way. The details have been explained in this answer from Thomo.
But: you could take a different route. If you want to show the sudden death then make it sudden. Show the reader that after a bit more than one page of "screentime" one of your characters is suddenly killed. The chapter stops and never returns to this one person. Maybe he sees a bullet kill one of his fellow soldiers before the chapter just stops midway through his thought.
Don't make great plans for this character. No "I promised to go home" or "In a few weeks everything will be over" or "Tomorrow I will switch to a place that is a bit safer" - off the character before he is even fully introduced. Show the reader that war can be over faster than you would expect and that they will never know whether the character they are currently following will stay alive until the end of the book - or only for a couple more paragraphs. Make the turning of the page feel important and risky.
By combining this approach with others, such as showing the tragedy from the family's point of view, you can create a richer world for your readers. There are more aspects to war, more aspects to the book, every character is unique and they may never know the full story of a soldier's death.
It's a promising idea that has potential to be very interesting for your readers - but you should neither rely solely on the family, nor on the sudden death. Try to vary to show the many ways in which a war is a tragedy.
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