Some examples: http://www.reddit.com/r/hearthstone/comments/24tvce/unwritte...
Some examples from personal experience: Ongoing effects last until a player could act, not until the minion causing them leaves the battlefield. So if you trade your 2/3 harvest golem for your opponent's 6/2 stormwind commander, they both die, you get a 2/1 damaged golem, and your knife juggler throws a knife at your opponent's wisp, the wisp will take 1 damage, go down to 2/1, then lose the buff from stormwind commander (who died a long time ago!) and go down to 1/1.
If you have a young priestess and a 1/1 imp master, your imp master can kill itself and your young priestess can target your dead imp master with her buff. This will not bring the imp master back to life, you just miss out on your buff for the turn.