For the purposes of the story, the three main characters in Extremely Loud and Incredibly Close are Oskar and his grandparents. Each of them deals with loss in a different way.
Oskar, being an unusually smart boy, attempts to deal with the loss of his father by attaching meaning to every action and word he remembers. When he finds a mysterious key, he begins a journey that ends in revelation, allowing his experiences to overcome his personal grief; for Oskar, the feeling of sorrow can be superceded by experiences and the joy of happy memories.
For his grandfather, the loss of his childhood love leads to withdrawal from the world; although he marries the younger sister of his dead love, he is unable to forget her, and finally flees from his wife and child, writing letters to his son to express his emotions. He is finally able to reconnect with his wife and Oskar, who he meets during Oskar's search.
For his grandmother, the loss of her husband leaves her feeling as if her life is hollow; because of his obsessions, they were unable to enjoy life together and she likens her life to a series of spaces connected by time. She writes letters to Oskar, explaining how she cannot find meaning in life, but finally is able to forgive her husband, who returns to try and comfort the family after their loss.