Coaches will always tell you to play to the whistle. Based on today’s Canada/USA women’s hockey game, you should also continue playing after it.
The Canadians scored their go-ahead goal after referee Anna Eskola of Finland had blown the whistle, signaling the play dead. Take a look:

Location of the puck when the whistle blew (via @WorldOfIsaac)
The whistle clearly blew before the puck crossed the line. The referee decided to go upstairs for video review, despite the fact that blowing the whistle is not a reviewable play. Per IIHF Rule Book. Section 3.4:
No video review can be requested by Referee on the following situations:
a. Whether or not puck entered net before or after whistle
The media immediately took to Twitter:
Did Wickenheiser hear the whistle on her goal? "Only after it crossed the line," she said with a big smile.
— Nick Cotsonika (@cotsonika) February 12, 2014
Just spoke to Hilary Knight: Whistle blew & they called goal. What sport allows that?…
Love it. Game on.— Julie Foudy (@JulieFoudy) February 12, 2014
US coach Stone said she heard whistle before puck crossed on 2nd goal
— Greg Wyshynski (@wyshynski) February 12, 2014
Whistle blew before puck crossed line on 2nd Canada goal, but it shouldn't have blown in 1st place because puck was loose. Call it a wash.
— Tom Gulitti (@TomGulittiNHL) February 12, 2014
This wasn’t referee Anna Eskola’s only problem in officiating in the game. She missed multiple instances of Team Canada skating with too many men on the ice. Twice they had seven skaters out there. Canda finally got caught with less than a minute to play, but by then it was too late for Team USA to take advantage.
So all it took was too many men 3 times before it's called.
— Mike McMahon (@MikeMcMahonCHN) February 12, 2014
Eskola also found herself unable to avoid the play. She collided with two players in the defensive zone on the breakout that led to Canada’s third goal.