Kubler Ross first developed the notion of the five stages of grief in her work around patients who were terminally ill in 1969. These stages can be used in dealing with any type of ending and are seen in my work with clients. The following is a link to discuss Kubler Ross' stages with particular application to the end of a relationship.
It is important to remember that the stages are not linear and people will typically move up and down the stages before ideally coming to a state of acceptance.
I find key things that often come up with clients moving through this process is an issue of closure and the appropriate management of anger.
Closure is quite closely linked with the stage of being in denial where we may not fully believe what has happened. In addition to this though it can become more problematic whereas we are grieving for a lost relationship such as the death of a loved one or even a disappearance of someone whereas a conversation cannot take place to find a closure to be able to move on.
Here letter writing can be a particularly therapeutic experience. This is not to ever be sent to the person (should they be around) but as a cathartic exercise to get out everything you want to say and to connect with any kind of anger inside also to be able to let it go and to be able to move on. Sometimes clients practice this whereas they write 3 letters in total with one being very cathartic, the second being calmer and a third one become a more casual normal engagement almost. Sometimes I talk with clients about the letters or sometimes the third one can even be some start point for future engagement with the person they have lost romantically should it be that type of relationship.
It is important that anger is used as a constructive force and does not seep into abuse which is always a danger. We can view this as anger being on one side of a hill and being totally fine and building up with a potential slippery slope which falls into abuse which is always wrong. The key here is to intervene before slipping down the slope. See my blog post about 'fighting for your happiness' which is about using our anger constructively to help us to keep moving on.
If you have been in a relationship with an abuser then some sort of therapeutic support could be helpful to aid your working through. There can be additional issues here of working with this process whereas the person was simply not who you thought. In the therapeutic process I have found it powerful to work with clients in the letter writing process to actually write a letter as if it is coming back from the person who has caused the pain and giving some closure. It may sound silly but this can support healing and allow a letting go to take place on a deeper level.
Keeping a regular routine around eating, sleep and exercise and also a daily connection such as meditation or morning pages can be helpful to support people through. Mindfulness is also something which is gaining popularity.