I know someone who died not too long ago that, to the best of my knowledge, was not Orthodox. I wrote his name with a star (our way of identifying non-Orthodox) on the prayer request card. The priest read his name during one of the prayers for those departed this life. I know there is a difference in how and where the Orthodox and non-Orthodox are prayed for in the liturgy, but I don't remember exactly what that difference is. Also, we had a mamorial service for the victims of the terrorist attacks on september eleventh where we prayed for all that died in the attacks, which would have included people who were non-Orthodox.
Anyway, just pray for them. It can something as simple as "Lord mercy on (name) and (their family)", or a google search should be able to bring up Orthodox prayers for those departed this life.