While the information given by everyone in this post has been good information - there are some unanswered questions.
1) Is it the case that the lease is made out so all 3 residents are named in the lease?
2) Did all 3 sign the lease?
3) Does your lease have any clauses with regards to individual tenants or does it treat all tenants the same (e.g., does the lease provide for the ability of 1 named tenant to give notice to move out, or does the lease assume if someone gives notice they will all be moving out)?
4) How was the security deposit paid - was it paid by each individual tenant, or was it handed to you as 1 check or in cash?
5) What do you want to do as far as the couple that would remain when the 1 person moves out? Do you want to continue leasing to them or do you want them gone too?
These are all items that need to be addressed before specific information can be given.
In general I would guess, unless they have been problem tenants, you want the couple to continue leasing the unit - why create a vacancy if you don't need to?
I would also say, the price of the rent is for the unit, not for the persons. Therefore, the rental price of the unit should not change because 1 of 3 tenants move out. If the 2 remaining tenants want to stay, they need to pay the entire rent for the unit (a possible exception would be if they say they can't pay full price and you know you will have a hard time re-renting the place, then you might want to allow a reduced rent to keep the unit occupied and cash coming in....)
Legally speaking, you don't have to evict the 2 remaining tenants unless you want to (and if you want to you have to make sure the lease is structured in such a way that you can do so under these circumstances.)
How to handle the security deposit depends on what the lease says and how it was paid to you. If the security deposit was paid by a single check with the payor being someone other than the tenant moving out (and assuming the lease doesn't call for something else) - technically speaking the tenant moving out didn't pay you a security deposit. He would have to talk to the 3 remaining tenants about getting his deposit from them, and when they move out they talk to you about getting their deposit back.
If he did pay a deposit directly to you, what you do with the deposit 1st depends on how the state statutes say you can handle security deposits, then it depends on how the lease says to handle security deposits, then it depends on how you want to treat the security deposit.
I recommend you take advantage of this learning experience to list any and all items you did not take into account before renting to room-mates - then make sure all of your documents and procedures (and the state laws) allow you to operate how you want to operate....
Generally speaking, a tenant who breaks a lease early by moving out (let's assume proper notice was given and assume there are no damages to the unit) is liable to the landlord for the income the landlord loses by virtue of the tenant moving out early. The landlord must work to mitigate damages by re-renting the place as quickly as reasonably possible. The tenant is no longer liable for lost rent when the term of the original lease expires or when the landlord finds a new tenant - whichever is 1st. In this situation though, if the other tenants stay and pay the full rental price - the tenant is not liable for anything unless the lease has a clause specifically addressing this situation and the clause does not violate state statutes.