Not his death, but the news that he was terminally ill: Warren Zevon. My mom either called or emailed to tell me, and Mr. Rilch was aggravated, because he had wanted to be the one to break it to me. It was odd, in the 18 months or so before his death, hearing him talk so matter-of-factly about how much time he had left, and the people paying tribute. It was almost as if he was a ghost. Then one morning, I pulled up his website, and the homepage had a photo of a pre-teen guy with bright yellow hair, horn rims, and a smirk. Nothing else, except birth and death dates.

John Candy and River Phoenix both got “WHAT?! You’re kidding, right?” reactions. When I heard that Douglas Adams had died, it was a gray, drizzly day, and I made tea in his honor.
Jean Shepherd and Edward Gorey were shocking in that they’d been dead so long before the media reported on it. I assume that was because their familes did not release the information. Shepherd would have been newsworthy on the strength of Christmas Story alone, and Gorey, while less high-profile, was still known to viewers of Mystery! and to goths everywhere.
Speaking of Zevon, Hunter Thompson’s death shocked and angered me. He and Warren were friends, and at the time I thought, “Just glad Warren went first. Losing a friend to cancer has nothing on losing one to suicide.”
Hal Ashby, because I was just starting to get into his movies, and when I heard his name on the news, I first thought he was going back to work. Jim Henson, because I heard of it on such a happy day. But then I said, “He’d want us to have fun!” and we did. Charles Schulz, because of the timing: same day his last strip appeared.