This paper presents a detailed characterisation of user behaviour for a series of interactive video experiments over a 12 month period, in which we served popular sporting and musical content. In addition to generic VCR-like features, our custom-built Video-on-Demand application provides advanced interactivity features such as bookmarking. The dramatic impact of such functionality on how users consume content is studied and analysed. We discuss in detail how this user behaviour can be exploited by content distributors to improve user experience. Specifically, we study how simple dynamic bookmark placement and interactivity-aware content pre-fetching and replication can reduce the impact of highly interactive media on CDN performance.