Happened to me in one contract - signed up with agent and agent with client (marketing) but the client's client cancelled project.
However under contact terms I was entitled to a week's pay in lieu of notice. They made me work the week though and when I was later asked if I wanted to take another contract there I declined. Not my usual sector and wasn't keen on the company.
So check you contract terms if you've signed as you could still get something out of it.