9/11 - driving to work when I heard about the WTC, driving to school to get my kids when I heard about the 2nd tower, and driving home to D.C. when I heard about the Pentagon.
Oklahoma City - in the hospital, I had just given birth to my oldest son.
Diana - like GG, I was watching Saturday Night Live when a special news report came on. DH was away on business, and my sister was sleeping over that night. We stayed up all night and watched the news as it unfolded.
Challenger - I was in college, in a filmmaking class. I remember someone coming to talk to the professor, him excusing himself from the room, and coming back and telling us the terrible news.
Columbia - I think I found out here on the DIS, if I am not mistaken.
John Lennon - I was 17 when he died, I remember it well because my parents were huge fans. When I woke up that morning I thought maybe my grandmother had died, my mother was distraught and crying and my father looked forlorn. I was sort of relieved at first that it wasn't my grandmother! Then I learned how tragically he died, and realized how horrible it was.