Advise them to give up the affair or be upfront with their partner.

I will tell her to not mention me ...

I'd let them know that it's not a good thing to do....but hey, each one their own

Nothing.

I’m out of that. Unless the other person’s life is in imminent danger, it’s none of my business. If it’s weighing heavy on me, then I start removing myself from the friendship.

I’d be disgusted. Might not end friendship but in my experience if they cheat on their partner they are probably doing stuff behind your back, too.

Absolutely none of my business. No one knows the inner workings of other people’s relationships. What seems like cheating to you is maybe a normal Friday night to them.

It's happened, I tried to stay out of it, unfortunately my girlfriend at the time sniffed it out and SHE went off...and then was mad at me because I knew and said nothing - anyway in the future I'm staying out of it

Stay out of it. There's no point in involving yourself, especially if they get back together and become mistrustful of you in the end.