Abdel Baset al-Megrahi, 60, died on Sunday at his home in Tripoli. He had prostate cancer and had been given three months to live when Scotland released him to Libya in 2009. Al-Megrahi was serving a life sentence in Scotland at the time.
The 1988 bombing killed 270 people - most of them were American. Al-Megrahi firmly denied having any involvement.
Sunday, the Scottish government said the investigation remains open because prosecutors do not believe al-Megrahi acted alone.
The Associated Press contributed to this report.