In the distributed remote (CEO) source coding problem, many separate encoders observe independently noisy copies of an underlying source. The rate loss is the difference between the rate required in this distributed setting and the rate that would be required in a setting where the encoders can fully cooperate. In this sense, the rate loss characterizes the price of distributed processing. We survey and extend the known results on the rate loss in various settings, with a particular emphasis on the case where the noise in the observations is Gaussian, but the underlying source is general.