Both my parents recently died and I have been dealing with this question in many programs. Here are my results:
1. AA - $50, copy of death cert., copy of will stating have the right to them.
2. MR for Amex said that could transfer to own account, but since had a card that was registered to same MR account have just transfered all out to other programs in my name.
3. Hotel (don't want to say which one here), got a great CR who just merged mine and my fathers.

Was told by all that it would be best if it was stated in the will that I specifically was to get the points from the accounts -- including the account name and number. I have done so for my daughter -- just having the numbers and accounts easily available is good to have -- I spent forever digging up the information for my parents!