Celebrity and fandom have been studied extensively in real life. However, with more and more celebrities using social media, the dynamics of interaction between celebrities and fans has changed. Using data from a set of 57,000 fans for the top followed celebrities on Twitter, we define a wide range of features based on their Twitter activity. Using factor analysis we find the most important factors that underlie fan behavior. Using these factors, we conduct analysis on (i) understanding fan behavior by gender \& age, and (ii) para-social breakup behavior. We find that (i) fandom is a social phenomenon, (ii) female fans are often more devoted and younger fans are more active & social, and (iii) the most devoted fans are more likely to be involved in a para-social breakup. Our findings confirm existing research on para-social interactions. Given the scale of our study and dependence on non-reactive data, our paper opens new avenues for research in para-social interactions.