Do you mean "Holy shit.....its.....over" feeling ?
That has happened to me at the end of MGS4 and God of War III in games, Harry Potter in books, Lord of the Rings in films and Lost on TV shows....
I felt satisfaction in the sheer awesomeness in all of the above...but as soon as you finish them, you get this sinking feeling, knowing that its over, and there will be no more.
I nearly cried at the end of Lost and God of War III...not because the endings were sad or anything (in a way they were sad endings though...), but because you know that the story will not continue...and something you've enjoyed for a very long time has come to an end.
I hate that feeling...but looking back at it, I'm happy that I got to enjoy those games/books/films/TV shows.
