When the jinchuriki dies, the tailed beast gets "reborn", sort of.
It is not well explained in the series, however, it is mentioned (Raikage vs Naruto & Bee) that should the jinchuriki die, the tailed beast would be resurrected.
From the wiki:
Because the tailed beasts are pure chakra, they cannot actually be killed; if they or their jinchūriki die, their chakra will re-coalesce in time.
This is also mentioned when Minato seals the Kyuubi, see chapter 503, pages 14 and 17.
As for Sanbi's jinchuriki: May contain spoilers: (As I did read the manga to the end, but I've yet to catch onto the anime)
We know of two jinchuriki that Sanbi had. The first being Yagura, being resurrected by Obito during the war. The second is Rin, which, after her capture, was forced to become Sanbi's jinchuriki, and it was planned to send her back to Konoha where Sanbi would break loose. (Since Rin died, and Sanbi didn't, it further proves what I said earlier, the bijuu comes back)