I think Summer's death especially is significant in the way that she's one of Bran's protectors and died along with the other, Hodor.
As for the other direwolves, Lady's death has much parallels to Sansa's life. Lady dies in place of Nymeria, her destiny is decided for her by others and she is innocent. That's the same as what happens to Sansa after her father dies and before she joins Jon at the Wall.
Nymeria like Arya is running around lost and isolated from the rest of her family. Grey Wind met the same end as Robb and as far as Shaggydog is concerned if he's dead (I hope he's not) he's been betrayed like Rickon.
So each death alone has significance to the person who owned the direwolf but I don't think they are connected or their deaths forshadow what will happen to the Stark family.