I don't think any celebrity deaths have really affected me much. Oh, I'm sad to hear they died but I don't recall shedding tears over any of them.
For me I was saddened to hear of Princess Diana's death, along with Elvis, Patrick Swayze. Those were the ones I thought about most I guess.
When singers pass away I'm sometimes saddened that we won't hear any new music from them, or like with actors not seeing them in movies anymore.
But I didn't know them, and certainly wouldn't feel about their deaths as I would a loved member of my family.