In Germany, getting medals is fun, and missing them is not, but either way, I do not get exactly get worked up. However, there is much attention for our handful of superstars, such as Maria Höfl-Riesch, Felix Neureuther or Claudia Pechstein. BTW, we got 8 Gold Medals, but all our newspapers write that "except luge and ski jump, Team Germany has disappointed." :X
For our Dutch neighbours however, speed skating is religion. When their superstar Sven Kramer blundered away the Gold on the 10K in the last Olympic games (wrong lane change), it caused a national crisis.
