I've never cried when a celebrity died, nor did I leave work or take the next day off. However...
I was shocked and sad (NOT a "need a day off" sad) when the following celebrities died:
Kobe Bryant
Michael Jackson
Aaliyah
Lisa "Left Eye" Lopes
Gary Coleman
Bernie Mac
Whitney Houston (true story: one of my friends posted on FB that he left work for the day. *rolling my eyes*)
Robin Williams
Perhaps there's more than I can't remember. Anyway, I felt absolutely nothing when Paul Walker and James Gandolfini died. No disrespect regarding Paul, due to the obvious, and not to discredit him or James, but at the time, I never heard of them. And let's be realistic -- if the "Fast and Furious" franchise and "The Sopranos" never came into fruition, would as many people have been saddened over their deaths?
With that said, it's completely overboard to either cry or take off from work when a celebrity died. Although, I can somewhat make an exception with crying, but only on either of the following four conditions:
1. You aspired to be like that person (unlike Whitney, I totally emphasized with my other FB friend, classmate from high school who played on the basketball team, who cried when Kobe died).
2. The celebrity went brutally instead of peacefully.
3. The celebrity was young.
4. both 2 and 3 (such as Kobe Bryant and Aaliyah).