What really happens to super stars when they 'run out'?

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Goomba
They just disappear so, do they die? They have eyes so they're probably sentient. It's something I've always wondered about.
 
Most probably shed their outer layers and leave behind a white dwarf, while the outer layers can form a nebula and this nebula can compress and form a new superstar.

Big superstars are more likely to explode, though.
 
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