I saw Justin Bieber throw a fit and end up not getting what he wanted.
We have quarterly teambuilding exercises at my company where you basically go and play minigolf or some other activity capped at $25/person. Sometime between 2009 and 2011 (I really can't remember exactly) my group just decided to go for a fancy lunch in Downtown Portland. After lunch we took one of our coworkers to the semi-famous Nike store which was a couple of blocks away and that was the day Justin Bieber happened to show up.
When he and his entourage arrived he said something somewhat loudly along the lines of "Y'all are going to have to leave for a bit 'cause I'm here to do some shopping" and some of his people acted like they were going to try and politely force the already-present customers out of the store so Bieber could shop alone but the Nike employees even more politely told him that was not possible. At that point Bieber lost it-I mean he threw a total tantrum because they wouldn't shut down the store for him. The tantrum didn't work and he and his folks left in a huff.
That's really my only "celebrity in the wild" encounter and it's freaking lame.