First off; If you don't get an uneasy, sort of a sad/helpless feeling after watching a REAAAAAAAAALY good anime, don't bother reading this.
Second; This feeling is characterized by a feeling of uneasyness and a somewhat sad/jealous feeling of the characters for being in the "World" they inhabit while you are in the real world. A simpler description would be a desire to be there with them but a knowledge that you can't. It affects fans on a somewhat rare occassion. It feels like you want to watch the show again and again, this is not insanity, this is a complex desire to leave this world and be somewhere else.
I first experienced this in all it's clarity when i finished code geass; I asked some fans of the show why i felt this way when i finished an anime, they said that it is because "You either wish it ended differently or you wish you actually lived in their world"
while this sounds absolutely crazy to anyone else, those of us who have "Overly active" imaginations (watch anime regularly) get this feeling pretty regularly
btw. its not insane because if it was none of us would actually feel this way, we would just act like we live in those individual worlds. while this feeling of "helpless aloneness" is pretty annoying for thos ewho don't and do watch anime it scares some of us who feel it. it helps to talk. maybe someday we can coin a term for it.