Never even knew any of his films, but the first majorly significant death I remember was Rock Hudson. Given the fact it was from AIDS, it practically kicked off the 'epidemic'.
Robin Williams really shocked me tonight though. Something about knowing his career for 30 years, maybe my own age (hitting mid-life), I dunno. I'm just really stunned over this one. Moreso than Candy, Farley, or any other big actor-comedians.