So you've just finished a series/book/movie/video game/whatever that was simply amazing. The characters were likeable, the plot was masterfully executed, the work as a whole was just thoroughly enjoyable. So you're sitting there, admiring the skill of those who crafted such a masterpiece, revelling in the powerful emotional responses it evoked within you (yes, even the more negative ones too)...and then it hits you. It's over. That's it. No more clever plot twists, no more suspense, no more drama, no more character development. Whatever it was that made you love the work, it's been used up. Sure, you could just rewatch/reread/replay/rewhatever it, but you know it just won't be quite the same as that wondrous first time through, when you're just getting to know the characters, when you're on the edge of your seat from the suspense of wondering what happens next, when everything is new and unfamiliar and unexpected. You might hope for a sequel, but even assuming one does come there's no guarantee it will be able to recapture the full glory of its predecessor. Suddenly, one of the most enjoyable times of your life has slipped away from the full splendor of present experience into the realm of memory, where all things grow dull and dim over time.
This is Awesomeness Withdrawal: when the emotional high that comes with seeing a thoroughly satisfying and well-done work through to its conclusion is marred by the heartbreaking realization that, to some degree, a truly wonderful chapter of your life has ended along with that work. It's a bittersweet feeling that ultimately is a testament to just how awesome the work really was. This feeling will often motivate repeated rewatching (or rereading/replaying/rewhatevering) of the work that evoked it, despite the fact that part of what produces this feeling is often the belief that it won't ever be quite as good as the first time. Sometimes this belief holds true, sometimes it doesn't. Fans may also seek out similar works to try to alleviate their withdrawal symptoms.
Extreme cases can turn into dependence on Escapism, obsession to flee from real life if the person has a very inactive lifestyle or feels powerless in real life circumstances and was using a work as a deterrent from a mind-numbing reality. If this happens, then the only real solution is to build a place to keep interest from going away. Such is why forums exist and franchises persist- so that the flame never dies and may produce new offspring, even if it takes a long time.
At conventions, this is known as "post-con depression"; the social aspect of cons can make having to leave a con painful for congoers who make friends at cons, especially if they neglect to exchange contact info before parting ways.
Often induced by works that are So Cool, It's Awesome. This can be the result of archive-binging a long-running webcomic; you've spent a day or two reading at least a thousand strips of sheer awesome, and now you'll have to cut back to two or three a week — or worse, it's over (or even worse, DEAD).
Contrast Ending Fatigue, where instead of wishing for the story to go on, you find yourself wishing it would end already.
No examples, please. This page simply defines the term. Each person will have their own personal list of works that cause Awesomeness Withdrawal, and works that cause this for one person may be hated by others. Take your examples to Gushing About Shows You Like.