JFK was before my time, I remember Lennon's assassination quite vividly - as a kid I was a big fan of The Beatles (still am) and after I'd got up to get ready to go to school, my mother told me that John Lennon had been shot, although at the time nobody was sure whether or not he'd actually been killed. No prizes for guessing what the topic of that day's music lesson was (music teacher was a major Beatles fan too)
Diana's death had a certain 'WTF?!' factor to it because of the circumstances, but the one thing that stands out in my mind is riding up to see my parents on the day of her funeral and there being hardly anything else on the roads. The cynical republican in me wants to say 'best ride ever' ...
9/11 I was working at York Uni, and was wondering why it was damn near impossible to access the BBC News website when a colleague stuck his head round the door and said that a plane had flown into the WTC - we thought he was kidding. He wasn't. The rest, as they say, is history.