When Baron Nashor dies, what happens with the Baron Pit?

When Baron Nashor dies, the Baron Pit battlefield token does not disappear and remains on the board.

According to RiftJudge FAQ #9867, the Baron Pit exists as an independent game object once created. There is no rule that causes a battlefield token created by a unit's "When you play me" ability to leave the game when that unit dies or leaves the battlefield. The Baron Pit will persist as a battlefield location that units can move to from anywhere.