Concerning Lennie's dream in Of Mice and Men, deciding exactly at what point it's destroyed is a little like splitting hairs, as they say. Realistically, Lennie and George never had a chance of fulfilling that dream, anyway, so it was destroyed long before Lennie kills Curly's wife or before George kills him.
On the other hand, Lennie's dream is an illusion within his mind, so technically, it would not be destroyed until Lennie is destroyed, since Lennie is not enough aware of the consequences of his actions to understand what's coming.
George's part in the dream was equally an illusion and virtually impossible to fulfill. But certainly, for George, if he really believed in the dream, his belief would have died when Lennie kills Curly's wife. He understands what this incident means more than Lennie does.
Lennie's dream may continue until Lennie's death, then, but George's dream certainly dies with Curly's wife.