A fairly robust fact about celebrities is that they tend to date and/or marry other celebrities.
The most obvious explanation for this is that celebrities are the apex of the dating distribution, and hence this is simply a sorting on quality. In other words, everybody wants to marry Scarlett Johansson, but you have to be Ryan Reynolds to get a chance. This is the most depressing (but likely) possibility, and I imagine it explains most of the effect.
The more interesting hypothesis, albeit probably a smaller factor, is that celebrities might prefer to date other celebrities because these are the only people that they can be sure aren't dating them just for the novelty of their celebrity. People who are rich have a similar dilemma - if your husband or wife has much less money than you, can you be really sure that they aren't with you for the money? Sure, they'll hopefully like you as a person too, but you'll never really know the counterfactual. And the not knowing can become a nagging doubt in itself.
The other related factor is that the life of a celebrity almost certainly has its own peculiar problems and miseries, but these are likely difficult to explain to people who aren't themselves famous. Well, you can explain them, but you'll probably just sound like an ingrate - "boo hoo, unlucky me, I'm such a famous movie star that now I can't get a litre of milk without someone wanting a photo, if only I were a no-name janitor instead." Being rich is the same - sure, you have the enormous problem of how you're meant to stop your kids turning into spoiled brats (if you give them money) or resentful and bitter (if you don't give them money). But the average joe will just ask why you don't just give the money away if this is such a problem.
The most cynical answer, I think, is simply a marketing one - most celebrities have a tenuous grip on their status, and will go to huge lengths to stay in the spotlight. Dating or marrying other celebrities is a way to keep the tabloids interested, which is your very oxygen if you're some 'famous for being famous' talentless celebrity.
What these explanations have in common is that they provide very little avenue for you as Joe Public to ever actually date a famous person. So relax! You really aren't good enough for them, so you may as well just enjoy your life.