Well if you are talking about musicians, it really sucks to think of what they might have written had they lived longer, such as jeff buckley, jimi hendrix, fuck i could go on and on ... of course some of these people gave all they had and ... as the man said, its better to burn out than to fade away (but im sure as shit glad that neil is still around)
Actors, Redd Foxx really hurt to see him go, just because of the years of laughter he gave to me ... nothing better than laughter
plus what charly said ... as the people you grew up idolizing start to drop off, you realize, "hey, this sucks - im gonna die too"