Emotionally Involved Readers

This weekend I spent a lot less time writing and a lot more time reading. I simultaneously started, finished and started the sequel to a book series that everyone has been begging me to read for what seems like years. Here's how it ended with me, finishing the last few chapters I was so angry. Why? Because I had been completely sucked into this story and relationship only to find out something so horrifying between the two it was bound to ruin any potential of a relationship they could ever have. I kept reading to hope that something would remedy it before the book finished but with each new page I read, my upset just grew.
Yes, I'm some what too emotionally involved in my reading, and my movies, and television shows. I pretty much get emotionally involved in everything I do, I started tearing up at the trailer for Long Island Medium yesterday. I am so easily drawn into the story line that I empathize with the characters. I'm actually horrified for them. Fortunately this time around I'm not reading a series on my own and I had some people to rant to who ensured me that if I continued on reading the next few books this horrifying event would remedy itself. They better be right!
I think this may have also come as such a blow given the fact another one of my crush worthy and interesting characters on Once Upon a Time was killed off. I was so angry again, granted it was 1:30 in the morning and I may have been slightly over tired and overreacting... though I'm quite certain I'm not, overreacting that is. I even took to facebook and twitter to rant my rage.
All this rage however, did inspire me into my own reading and some curiosity. How much of a shock is too much? If I didn't have some what of a hint that this remedied itself would I continue reading? Or would I be too upset to bother thinking one of the things I'd loved so much about the story would be ruined, would I have never known the truth because I hadn't bothered to continue.
What sort of loopholes can a reader handle while still being intrigued enough to continue reading. It drew me back to my own story. I've thrown in quite a shocker but it was in an effort to continue the story of good versus evil, it wasn't quite a soul shattering relationship killer! (Clearly still harboring some feelings of resentment here)
I know I'm not the only person in the world who gets so drawn into a story they start to feel a part of it, so I can't be the only one who has felt this reaction. I wonder if gauging my own reaction if enough to determine what is just the right amount of surprise. However, I am impressed at how strong of a reaction I had to this revelation which also makes me wonder if the extremes are worth it in the end, it is certainly unforgettable.
Any other emotionally involved readers out there? What's your book moment that really got you upset, angry, annoyed, but never forgotten?