Are there some things that should remain private - even for celebrities?

I just watched part of a video made by Perez Hilton of a discussion Joan Rivers and her daughter Melissa had about the possibility of her death. I turned it off because it felt like I was invading their privacy at an emotional time by watching it. Now I know Joan Rivers was a very public person and they had to know it was being filmed. Still it felt wrong to watch. Should public figures have private moments still? Should private people have privacy still?