The whole house was sad after Vinny left to go deal with his anxiety (did you know that he already got a book deal about the matter?), and they each handled it in different ways. Speaking as though he were dead, they mourned for their friend and decided to "honor his memory." Ronnie did this by wearing skinny jeans. Pauly did this by fucking girls in Vinny's bed. Snooki and Deena did this by getting wasted and having a dance off in a club. Naturally, they ended up on the floor with their skirts up over their asses, but somehow, Deena's extensions became an entangled mess, and the lion's share of the house had to get involved in extracting them from her real hair.
By the end of the episode, The Situation also left the house after spending some time crying alone. We were supposed to think that he was sad that the girls in the house baked a cake for Pauly's birthday and not his, but last summer, when reports first surfaced that he had left, it was rumored to have been over a fight with production. But don't worry — we already know all of them move back in the house before the end of the season, thanks to the spoilers from the paparazzi. Oh, and if you click that link, Deena is not wearing underwear and her skirt is blowing up, FYI.