I had a similar incident one time. I bought 3 feeder mice from a petstore and put them in my mouse tank. It was probably early afternoon when I got them, took them straight home, set them up in a clean tank, gave them food and water. By the next morning all 3 were dead. So I have never bought feeders from there again. And it wasn't like they were all sickly looking when I got them either. Don't know why they died, but they must have had some sort of health issue that wasn't visible from the surface.

Like Trey said, my guess would be that it was the feeder that died...they just aren't as well taken care of sometimes like mice that are sold to be pets.