I generally don't experience any kind of feelings when I hear that a certain star/celebrity has expired, other than a vague feeling of sympathy for their families and co-workers (if they were working at the time). I do not know these people on any personal level, so why would I feel any true sense of loss when they are gone? When Richard Pryor recently passed, I felt no sort of emotion that was associated with his death.
However, there have been a few times when I have felt a certain sadness when a star has passed. I have felt sad when a TV star, whose show I watched on a regular basis, died - I was disturbed for several weeks when Jerry Orbach, a veteran player on "Law & Order", lost his battle to prostate cancer nearly a year ago. Detective Lennie Briscoe is one of my favorite TV characters of all time. I felt sadness when Phil Hartman was murdered - I loved "NewsRadio," and he was one of the best SNL regulars ever (his performance of Bill Clinton may have been more celebrated, but I thought his Frank Sinatra was brilliant).
I had the same feelings again after I learned that actor John Spencer died of a heart attack several days ago. I thought that his White House Chief of Staff Leo McGarry was the most interesting character on "The West Wing." I haven't watched "West Wing" as closely as I had in the first several seasons, but I've caught a few episodes this year. I wonder how his story will play out, especially since his character was the V.P. pick of one of the nominees for president.