I personally think that Mike would have been depressed for a long time (maybe 1 or 2 years). After that, he would come to realize he still has another child to be close with. Although Anthony isn't as close to his dad as Mary was, I think this incident would have brought the two much, much closer together. After all, it was the shooting of the Don (and the attempt on his life in the hospital) that really brought Mike over to his father's side. I think the exact same thing would have happened between Anthony and Mike. So Mike comes back to New York. Vincent has been running things for the past year or two. The other families, sensing the Corleone family's weakness, is trying to move in on their ground. Vincent has been holding ground, but can't finish the job. Mike comes back, becomes consigliere to Vincent, Anthony becomes a capo, and defeats his enemies. There is so much bloodshed, that Mike decides to finish his life in Sicily. Anyways...