They're all showing signs of not getting enough light, which will make them more susceptible to root rot. Under such conditions, plus crowding, rot can strike randomly, even with good watering.

Thanks -- It's by a window but no in direct sunlight so I will move it a bit closer. In terms of my question, however, what do I do? Also, I bought the plant like this and they told me that they like to be close together so I haven't moved them around. Do you think they are crowded?

I agree they are rather close together and need either a bigger pot or three separate ones. Its not too difficult, there are much spinier ones! Bear in mind that they are desert plants and enjoy full sunshine.

Sorry this is going to be long.
If you have a potting shed do it there, but if you have to do it in the house spread a nice thick layer of newspaper on the table first. Protect your left hand with a thick glove and carefully half upend the pot. The grit will fall out first so you might want to save that in case you want to use it again. Then ease the cacti out of the pot - if they won't come you can gently run a knife round the edge of the pot (use a blunt one if you have one). You can gently wrap the cacti with paper to protect your hands if you need to. When the plants are lying on the paper you will need to gently tease the roots apart and it should be possible then to remove the damaged one. Best to discard it. Examine the roots and the inside of the pot for any signs of white fluffy looking stuff. If you find any wash off all the compost and paint the affected areas with meths.(It won't hurt the plants)

Then repot in a bigger pot or three separate ones - you can judge from how much root there is how much bigger your new pot(s) need to be. Use bought Cactus Compost. You can finish the top with coarse grit if you want to - it does help to protect the plant from any accidental overwatering being in contact with it for too long and rotting it.

Do not water the plants for a while after repotting.

thanks for the info. The nursery where I bought these cacti had just repotted them and I was told that these cacti do like to be close together. The roots are not growing through the pot so I'm not sure about separating & replanting them quite yet. I am more so wondering if there is a way to get rid of the small one without disturbing the others?

Well all I can suggest then is to tip the gravel out and try to dig the small one out with an old teaspoon or something. If they are very recently planted the roots should still be untangled.

They do look like they have been planted too deeply, which could easily cause one or more to die, even without root rot. At the very least, I would remove the yellow one. You could handle it with barbecue tongs while you dig it out. At the same time, I would remove the upper layers of compost, until you get to the uppermost roots. Any healthy discoloration can then be hidden with clean, coarse gravel.

PS - by "still untangled" I meant "will not yet have got tangled"