Back in 1999, the answer to this question would have been that they died at the hands of some ghost witch out in the American woods somewhere. Of course this wasn't the case and was down to 'The Blair Witch Project's excellent marketing campaign which proposed that this movie was actual found footage of three missing hikers.
They were Heather Donahue, Joshua Leonard and Michael Williams. This would mark the first major roles for all three actors, who used their real names in the groundbreaking movie, and while none of them have gone on to become household names or the like, they have had respectable careers in the TV and movie industry.
Heather Donahue
After 'The Blair Witch Project', Heather appeared in the independent film 'Home Field Advantage' alongside Freddie Prinze, Jr. as well as the romantic comedy 'Boys and Girls' with Jason Biggs. In 2002, she starred in the TV mini-series 'Taken', for which she was nominated for a Saturn Award for Best Supporting Actress on Television.
'It's Always Sunny in Philadelphia' fans will recognise Heather from the first season of the show where she played Stacy Corvelli. Since then, Heather has appeared in short films and televised films, such as 'The Walking Hack of Asbury Park', 'New Suit' and 'The Big Time'. Her last acting role was in the 2008 direct-to-DVD horror film 'The Morgue'.
Donahue left acting in 2008 to become a medical marijuana grower (yes, really) and went on to publish her debut book 'Growgirl' in 2012. She is still part of the industry though and is the producer and writer of 'The High Country', an independently produced sitcom based on her post-Blair experiences as a marijuana farmer.
Joshua Leonard
Joshua is still a working actor and actually co-starred alongside 'The Crown's Claire Foy in her latest movie 'Unsane', which funnily enough was unique in that it was shot entirely on the iPhone 7 Plus.
After 'Blair Witch', Leonard starred in films such as 'Madhouse' (2004), 'The Shaggy Dog' (2006), 'Higher Ground' (2011), 'The Motel Life' (2012), 'Snake and Mongoose' (2013), 'If I Stay' (2014), 'The Town That Dreaded Sundown' (2014), and '6 Years' (2015).
He had a recurring role as James Finnigan in TV series 'Bates Motel', he played Dudley in comedy drama 'Togetherness' and has also appeared in the likes of 'CSI:Miami', 'Scorpion' and 'True Detective'.
Leonard is also set to direct an upcoming movie called 'Behold My Heart' starring Marisa Tomei and Timothy Olyphant.
He married actress Alison Pill in 2015 and the couple have one child together.
So yeah, Josh is also doing just fine.
Michael C. Williams
After 'The Blair Witch Project', Williams had a role in an episode of 'Law & Order' as well as in 'Without a Trace' while he also appeared in science-fiction horror 'The Objective' in 2008, which was directed by Daniel Myrick (who did 'Blair Witch').
Since then, Williams has appeared in horror shorts including 'The Midnight Drive In Presents: Stay Out of the Woods' (2009) and 'Four Corners of Fear' (2013) – a mockumentary that he also wrote and executive produced.
In 2009 it was reported that he was studying to become a guidance counselor, and these days he is the manager of the Big Blue Door Theater, based in Hawthorne, New York.