What happens to the bodies of those who are alive but not saved when Christ returns, according to Protestant theology?

In Protestant eschatology, it is commonly taught that when Christ returns, believers who are alive at that time will have their mortal bodies transformed into glorified, heavenly bodies (cf. 1 Corinthians 15:51–53; 1 Thessalonians 4:16–17). My question is: What happens to those who are alive but not saved when Christ returns?