Where do pledged Republican delegates go after the candidate withdraws, suspends, or loses?

Mitt Romney has 231, Ron Paul has 14, and Fred Thomson has 5 (not that Ron Paul is out, he just really has a snow chance in a very hot place). How is it determined where those delegates go? Is it by the second place winner in each state, or do they all default to the leader, or to the candidates get to choose to whom they go? (for example, can Mitt Romney "give" his delegates to Mike Huckabee - not admitting a preference, just a question)