One of the many things that Einstein did when he wrote his theory of gravity was to add a ‘time delay’ to the effect of gravity. That means that if the sun were to disappear in an instant the earth would continue to revolve in it’s current orbit as it does now for another 8 minutes until it could feel the effect that the suns gravity no longer affected it’s orbit.

(The Great Courses – Superstring Theory: The DNA of Reality)