Even as they dug in following Tuesday's news that protester LaVoy Finicum was killed and protest leader Ammon Bundy was arrested during a traffic stop, the FBI tried to assert more control Wednesday, setting up checkpoints on roads heading to and from the Malheur National Wildlife Refuge.  But occupiers who remained Wednesday morning told a CNN crew near the occupied headquarters building that they intended to stay there. It wasn't immediately clear how many of them remained.  Journalist John Sepulvado, also reporting on refuge grounds outside the occupied building, said that occupiers told him they were prepared to die.  "I just spoke to the new leaders -- including Jason Patrick -- They say that 5-6 (people) had a meeting, and by consensus they decided to stay," Sepulvado wrote Wednesday morning on Twitter.  The decision to stay came on the 26th day of the occupation of the refuge building in eastern Oregon, which armed demonstrators took over January 2, in part to protest the sentencing of two ranchers and what they call government overreach when it comes to federal lands.  It also came the day after Finicum's death -- a killing that his fellow demonstrators called murder.  Finicum, Bundy and four others were pulled over Tuesday on U.S. Route 395, a law enforcement official told CNN. According to The Oregonian, they were headed to the city of John Day, where they planned to participate in a community meeting set up by local residents.  Everyone obeyed orders to surrender except Finicum and Ryan Bundy, Ammon Bundy's brother, the law enforcement official told CNN.  Shots were fired, but it's unclear who fired first, the source said. Ryan Bundy was wounded, and Finicum died, the source said.  What happened and what happens next?  Finicum was one of the most outspoken occupiers who took over the refuge building near Burns on January 2 to protest federal land policies.  Earlier this month, the father of 11 told CNN he doesn't want to die -- but would never go behind bars.  "I'm just not going to prison," Finicum said. "Look at the stars. There's no way I'm going to sit in a concrete cell where I can't see the stars and roll out my bedroll on the ground. That's just not going to happen. I want to be able to get up in the morning and throw my saddle on my horse and go check on my cows. It's OK. I've lived a good life. God's been gracious to me."  LaVoy Finicum took down what he claimed to be a government spy camera in Oregon on January 15.  News of Finicum's death quickly reached the protesters still holed up at the refuge building.  "It appears that America was fired upon by our government," the occupiers said on the Bundy Ranch Facebook page. "One of liberty's finest patriots is fallen. He will not go silent into eternity."  The occupiers also claimed Finicum had his hands in the air when he was shot.  Nevada Assemblywoman Michele Fiore said Ammon Bundy called his wife, Lisa Bundy, from the back of a police car on Tuesday night and said Finicum was cooperating with police when he was shot, according to The Oregonian.  Fiore has been a vocal supporter of the Bundy family.  Fiore's account couldn't be independently corroborated. A representative from the Joint Information Command Center in Harney County said authorities had no comment on the claim that Finicum had his hands up. He said more information would be released Wednesday.  Bundy's father, controversial Nevada rancher Cliven Bundy, said Finicum died supporting his beliefs.  "He was a wonderful man," he told CNN affiliate KTNV. "He was a student of the Constitution. He was interested in freedom, and I think he gave his life where he felt it was best."  Cliven and Ammon Bundy: A family's history of fighting the federal government  In all, police arrested eight people Tuesday linked to the wildlife refuge takeover: five in the traffic stop on U.S. Highway 395; two others in Burns; and one in Arizona, the FBI and Oregon State Police said.  The five arrested at the traffic stop were Ammon Bundy, Ryan Bundy, Brian Cavalier, Shawna Cox and Ryan Waylen Payne.  The two arrested in Burns were Joseph Donald O'Shaughnessy and Peter Santilli.  And protester Jon Ritzheimer, who previously made headlines for leading an anti-Islam protest in Arizona, turned himself in to police in Peoria, Arizona, FBI spokesman Kurt Remus said.  All eight people arrested face a federal felony charge of conspiracy to impede officers of the United States from discharging their official duties through the use of force, intimidation or threats, the FBI and Oregon State Police said.  Ammon Bundy and others started out protesting the sentencing of Dwight Hammond and his son Steven, ranchers who were convicted of arson on federal lands in Oregon.  But a January 2 march supporting the Hammonds led to the armed occupation of the refuge, with protesters decrying what they call government overreach when it comes to federal lands.  Since then, the occupiers have turned the refuge into their own -- changing the sign in the front and tearing down a fence they claimed harmed the livelihood of a rancher. But that rancher told The Oregonian he didn't ask the occupiers to tear down the public fence -- in fact, he was upset by it.  Ammon Bundy has said that while the armed protesters don't want violence, they would be ready to defend themselves if necessary.  But with the leader arrested, it's not clear what will happen next.  On Tuesday night, Oregon Gov. Kate Brown stressed that the occupation at the refuge was not over.  "The situation in Harney County continues to be the subject of a federal investigation that is in progress," she said. "My highest priority is the safety of all Oregonians and their communities. I ask for patience as officials continue pursuit of a swift and peaceful resolution."  CNN's Sara Sidner, Jason Kravarik, Shane Deitert, Dana Ford, Dave Alsup, Dottie Evans, Keith Allen, Tina Burnside and Joshua Gaynor contributed to this report.
LaVoy Finicum is killed as authorities arrest a group of people, including Ammon Bundy, involved in the armed occupation of the Malheur National Wildlife Refuge; fellow occupiers vow to continue.