How do you Leave a Fictional World when You Don't Want to?

I think if you are a serious lover of fiction, you may at some point find yourself depressed at having to "leave" a fictional world before you've had enough of it.  I experience this on a fairly regular basis (3-5 times a year) and it is both awesome and troubling all at once.  Awesome because of the thrill of reading or watching something that is so completely everything you want at that moment.  Troubling because it's hard to know how to snap out of it and move on.  It also can be hard sometimes to not be resentful of real life's intrusion.  A great story, whether it be in book, TV or movie form, will suck me in like this regardless of what's going on in real life but I do think I am more susceptible to this when things are stressful or not terribly fun out there in the real world.  So does anybody else struggle with this?

So what are some of the stories that have made it unbearable to leave them? Here's my partial list:

Books

The Harry Potter Series by J.K. Rowling
The Lymond Series by Dorothy Dunnett
The Chronicles of Narnia by C.S. Lewis
The Drake Chronicles by Alyxandra Harvey (most recently)

TV Series (Pretty much just all my favorite TV Series)

Doctor Who
Anne of Green Gables and Anne of Avonlea (the books too)
Glee
Stargate SG-1
North and South (British, Elizabeth Gaskell based)
Veronica Mars
The Mighty Boosh
 Buffy the Vampire Slayer
Firefly
Avatar: The Last Airbender (most recently)

Movies 

Pride and Prejudice (2005)
The Little Mermaid, Beauty and the Beast, Aladdin
Ever After
Howl's Moving Castle

So how does one get through this period of withdrawal quickly and with the minimum of depression?  I don't know.  That's why I'm asking you all:-)!  One of the podcasts I listen to, Books on the Nightstand, had a nice episode on how to break a reading slump which may have some nuggets of wisdom.  This was their advice:

Reread a favorite book  Sometimes revisiting characters and settings that you love will let you fall back into the reading habit.
Switch genres  If you’re a mystery fan, try reading some fantasy. If you love fiction, try a book of narrative nonfiction. After all, we get tired of eating the same thing day after day; the same happens with reading.
Find a book that is hugely popular  Blockbuster bestsellers usually have a strong element of story telling that an capture even some of the most reluctant readers. It might capture you, too.
Shop your own shelves  If you’re an avid book lover, chances are that you have at least a few books that you’ve purchased but haven’t yet read. If you’re anything like us, you have piles of them. Buried in one of those stacks is a book that may just get you out of your reading slump!
Don’t read — listen  Take an audiobook with you to the grocery store, or listen while cleaning the house, walking the dog, gardening … a well-chosen audiobook with a great narrator will sweep you up into the story.
Let someone else tell you what to read  Put your reading fate into someone else’s hands. Before asking for a recommendation, promise yourself that you will take the suggestion. Then seek out a bookseller, librarian, or book-loving friend to tell you what to read next.
Read with a friend  Have an impromptu book club! Choose a friend and a book, and commit to reading together. The knowledge that your friend is also reading the same book may keep you going, and you can look forward to a fun discussion after.
Go for the quick fix — read some short stories or essays  Short pieces work really well as “palate cleansers.” Reading a short story may be just what you need before moving on to another big novel or work of nonfiction.
Try YA  Young adult novels tend to be more tightly written and action-packed than many adult novels, and so may be more likely to keep you engrossed in the story. There are young adult novels in every genre, so if you love mystery, pick up a mystery YA.
Peruse the Reviews  Make it a project: read book reviews until you find something that grabs you. The New York Times Book Review, Entertainment Weekly, reviews on Goodreads are all great places to see what people are saying about the newer books that are out in stores.
Seek out fan fiction  If your slump is caused by the end of a beloved series, chance are that someone is writing fan fiction with the same characters in the same world. Some fan fiction is good, others not so much, but it’s a fun way to stay in your favorite series just a little bit longer. Check here to see if your favorite books have fan fiction.

Some of these suggestions have some relevance though I think it is not quite the issue I am discussing here.  I think trying to move on from a really immersive reading/watching experience can cause a slump and Ann and Michael refer to this in their last suggestion "Seek out Fan Fiction". While fan fiction does help a bit, it doesn't entirely work for me even if it's well written.  I can't get over the feeling that it is not authentic.  I guess the only solutions I have up my sleeve are 1)to just bully through - the sadness at having to leave fades usually within a couple weeks for me.  The second is to jump into another really great engrossing read but this is hard because a) it's hard to pick something that you know is this way unless you've read it before (see Ann and Michael's suggestion to re-read above) and b) sometimes it doesn't matter how great it is if it's not in the same world as that which you are missing.

So....Am I crazy?  Does anyone else struggle with this from time to time? What books, shows or movies suck you until you don't want to be spit back out?  How do you usually deal with leaving a beloved story?