Is it a "transfer switch"?

Hello! I'm building a game that uses small wires to connect & power series' of lights, bells, and whistles (currently using a 9 volt battery). I need to know how to make the buzzer go off when the player diconnects the wrong wire. Kinda like how a transfer switch (in the circuit box of a house) will divert to the generator when the power goes out. In other words, how can I make a light come on by unplugging it?