= new reply since forum marked as read
...we do know enough about the life cycles of stars--and might know enough about the past nature of that particular star (i.e. our telescopes and such could tell us enough about its make-up, size, type, age, etc.) to have a good estimate as to it's current nature (i.e. a million years later, in our "now"
. After all, stars go on for billions of years, and a star isn't likely to change that much in a million years. If it is likely to change that much--i.e. it's on the verge of collapse, there will likely be indications there in its current state to tell us that it might have collapsed, etc.
Obviously, the trickiest stars are the ones that we're gazing at from the distance of a billion light years or more. Those are the stars most likely to be shadows/ghosts, no longer there in the now. We're looking into the distant past of what was. Cool, huh? 
I have no problem wrapping my head around the fact that our sun could be gone 8 minutes before we would see the absence, for example. I have difficulty getting my head around the fact that we can never know where something is because it is in several places at the same time. I wish the damned car keys would just appear wherever I am looking for them.
...than the travel time once a photon has escaped.
From Wikidedia, Solar Core:
Energy transfer
The high-energy photons (gamma rays and x-rays) released in fusion reactions take a long time to reach the Sun's surface, slowed down by the indirect path taken, as well as by constant absorption and reemission at lower energies in the solar mantle. Estimates of the "photon travel time" range from as much as 50 million years[5] to as little as 17,000 years.[6] However, the concept of photon travel is not a well-defined one, since photons are not conserved, and one photon at a high temperature normally turns into many photons at a lower temperature, during passage of heat out of the solar core to the Sun's photosphere. The long periods of time (tens of millions of years) refer to the characteristic time for the entire solar temperature distribution to change, as a result of changing heat generation rate in the core. This is far longer than the average time for transport of heat through the Sun because most of the Sun's heat capacity is in the kinetic energy of the particles in its plasma, not in the electromagnetic radiation present within it. The shorter estimates of photon travel time (tens of thousands of years) refer to the relatively rapid mean time needed for radiation to travel from the center of the Sun to the photosphere, even though the Sun's heat cannot pass from core to surface at this rate, due to the large heat capacity needed to be heated or cooled in the process, as mentioned above.
After a final trip through the convective outer layer to the transparent surface of the photosphere, the photons escape as visible light. Each gamma ray in the Sun's core is converted into several million visible light photons before escaping into space. Neutrinos are also released by the fusion reactions in the core, but unlike photons they very rarely interact with matter, so almost all are able to escape the Sun immediately. For many years measurements of the number of neutrinos produced in the Sun were much lower than theories predicted, a problem which was recently resolved through a better understanding of the effects of neutrino oscillation.
Cool, huh??
Ouch, I just got hit by a 45,000 year old photon. They get real grumpy when they're that old.
Hi, Sehkmets Daughter,
The energy transfer out of the sun takes (according to the data/caveats from the wikipedia article I posted) between 17,000 and 50 million years to escape the body of the sun. That means, if the thermonuclear filament burned out, the bulb would still be illuminated until all the contained energy escaped. No immediate darkness at noon, no loss of moonlight, Mars light, or Neptune light for a long time.
I am major a Alex Filippenko groupie. I acquired the Understanding the Universe: An Introduction to Astronomy, 2nd Edition from the Teaching Company in Spring 2008. My wife was departing on long trip to Australia (business and family), so I anticipated a need for some evening entertainment, learning, and company. A couple days after she left I sat down, with a beer, and watched the first of the 96 lectures. Same the next night. Some of the early lectures didn't give me much new information, but Alex was very entertaining and enthusiastic and the material reminded me of a some important concepts that had blurred or slipped away. Pretty soon was doing 2 lectures per evening...and, uh, two beers. Around lecture 50 the lectures were including a lot of information about findings and conclusions after 1990 or so, which is when I stopped reading Sky and Telescope and Astronomy and buying books on cosmological topics. Yup, three lectures/three beers ensued. The last 10 lectures blew me away.
Allocate some time, invite your friends in, stockpile your beverages of choice, enjoy Alex. It's a wonderful trip.
or perhaps sooner... I have all the time in the world as I am retired.... I just need to stop playing on DU.
Thanks for the input. 
I know it's crazy isn't it? I think it was Einstein who first postulated that the mere observance of something changed its behavior and properties. Photons can be particles or they can be rays. I think if I ever really studied Quantum Physics I'd become schizophrenic.
where smarty pants abound!
The cosmic background microwave radiation.
Hubble found galaxies for us that formed a few hundred years after the big bang. Many of the stars in those galaxies burned out, were novas, or supernovas long, long ago. The galaxies may have collapsed, merged, or been pulled apart. Giant hamsters are improbable, but... 
I think it's wonderful that we get to experience directly the 4-dimensional macro universe this way.
