Ashes to Ashes removes two target creatures from the game and deals 5 damage to its caster. Thus, its effect has two targeted parts (one for each creature removed) and one nontargeted part (the damage). If someone responds to Ashes to Ashes by giving one of its targets protection from black, it fizzles with respect to that creature but still removes the other target and deals 5 damage to its caster. If it fizzles against both targets, however, its caster takes no damage.