The answer depends on the circumstance under which a person has died.
If the death was unexpected then you will need to contact the police, as the coroner may need to be involved.  If the person dies at home without hospice care, call 911, and have in hand a do-not-resuscitate document if it exists.  Without one, paramedics will generally start emergency procedures and, except where permitted to pronounce death, take the person to an emergency room for a doctor to make the declaration.
If this was an expected death, for example the person has died in the home under hospice care or in a nursing home, then usually there is no one to immediately contact, other than family and friends and customarily a funeral home you are partnering with.