If the lightbulb A in the circuit shown in the image burned out, the path for the current to flow is disrupted because one of its terminals is connected direct to the source. So, there will be no current through the lightbulbs B, C, and D, and they will turn off. Similarly it will happen, if the lightbulb D burned out.
If the lightbulb B burned out the current will continue circulating through the lightbulbs A, C, and D, because lightbulb B is connected in parallel. Similarly it will happen, if the lightbulb C burned out.