Oh yeah, there's LOTS of this. Often collectively. The shrine to a dead character from Torchwood has been going for over a year now. Some of the stuff there is for LOLs and some of it's protests against the show runners for killing him off, but a lot of it is just mourning and memorializing.
There have been funerals for fictional characters so people could mourn (most notably a character from Ashita no Joe in Japan), moments of silence on the radio (also Ashita no Joe), tattoos, hair cutting (Wendy Pini tells a story about getting a long blond braid in the mail when a fan mimicked the mourning reaction of a character in Elf Quest and there are other examples as well), wearing black (although the black armbands for Sherlock Holmes are more or less apocryphal (the complaints were very real however)), etc etc etc.
This totally goes on, and isn't new.
Your suspicion that you might not have mourned as much if you knew others were doing so is interesting to me and is in keeping with a lot of what I've found -- for the fictional, people tend to grieve if they fear no one else (generally in-narrative as opposed to in-audience) will.
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There have been funerals for fictional characters so people could mourn (most notably a character from Ashita no Joe in Japan), moments of silence on the radio (also Ashita no Joe), tattoos, hair cutting (Wendy Pini tells a story about getting a long blond braid in the mail when a fan mimicked the mourning reaction of a character in Elf Quest and there are other examples as well), wearing black (although the black armbands for Sherlock Holmes are more or less apocryphal (the complaints were very real however)), etc etc etc.
This totally goes on, and isn't new.
Your suspicion that you might not have mourned as much if you knew others were doing so is interesting to me and is in keeping with a lot of what I've found -- for the fictional, people tend to grieve if they fear no one else (generally in-narrative as opposed to in-audience) will.