Sometimes, I just want to read a novel that makes me cry and cry hard, you know?  Tragic romances can be fun, once in a while, what with all the ANGST and DRAMA and DEATH that tends to crop up in these sorts of of stories; oh noes, will the hero and heroine end up together (probably, yes)?  So, with that in mind, here are my favorite bittersweet and downer romances.  Slight spoilers within the list. :)

Bittersweet Romances
Sometimes, winning is no fun at all.
— The Doctor, Doctor Who, "Vincent and the Doctor"

In the shadow of a happily ever after...lies the bittersweet romance.  The bittersweet romance happens, according to tvtropes.org: "...when victory came at a harsh price; when, for whatever reason, the heroes cannot fully enjoy the reward of their actions; when some irrevocable loss has happened during the course of the events, and nothing will ever be the same again. A Bittersweet Ending is still ending on a high note, but one that is mixed with sadness and nostalgia."  In a bittersweet romance, the main couple does end up together and happy, but they have made many sacrifices (and may continue to sacrifice) for their love.

A Bed of Spices, Barbara Samuels
1300s, Germany.  A Jewish doctor and a Catholic noblewoman engage in a steamy, forbidden love affair as the Black Plague runs rampant through their home city. 

The Winter Sea, Susanna Kearsley
1708 & 2010 Scotland.  A "timeslip" novel, where half of the book is devoted to Carrie, an author in modern day Scotland, and the other half to Sophia, a young woman in 1708 who is the protagonist of Carrie's novel.  Deliciously awesome.

Clandestine, Julia Ross
1800s, England.  Guy and Sarah join forces to locate the missing Rachel, cousin to Sarah and former mistress of Guy.  LOTS of angst and yearning.

Skeletons at the Feast, Chris Bohjalian
1940s, Germany.  In January 1945, in the waning months of World War II, a pair of lovers, along with a German officer (who is really a Jewish man in disguise) attempt to escape Germany and reach the British and American lines.

The Light Bearer, Donna Gillespie
Ancient, Europe.  After Auriane's Germanic tribe is slaughtered, she took the oath of a warrior, and vowed revenge. Tales of her brilliant swath of conquest carried as far as Rome, to the renowned statesman Marcus Julianus -- who felt his destiny intertwined with Auriane's, and wore about his neck an identical amulet.

Lady of Hay, Barbara Erskine
1200s & 1980s England.  Journalist Joanna Clifford is researching hypnotic regression; while undergoing the procedure for her article, she remembers a fantastical, dangerous past life where she is Matilda, Lady of Hay.  But when the past begins to bleed into the present, will Jo still be able to separate her life from Matilda's?

Highland Rebel, Judith James
1600s, Scotland & England.  An English charlatan and a Highland laird's daughter enter into an unwanted arranged marriage amid war, intrigue and political scheming.

The Thief's Mistress, Gayle Feyrers
1200s, England.  Marian is torn between the rakish, charming Robin Hood and the brooding, tortured Guy of Gisbourne.  In this novel, both men are equally attractive and compelling -- which makes Marian's eventual choice pretty damn heartbreaking.

The Bronze Horseman & Tatiana and Alexander by Paullina Simons
1940s, Russia.  Tatiana is in love with Alexander, who is engaged to her sister, Dasha.  This story will rip your heart out, trust.  There is another book in this series (The Summer Garden), but I would recommend stopping at Tatiana and Alexander, which does conclude with the couple's sweet HEA.  

The Champion, Elizabeth Chadwick
1100s, England.  "Alexander de Montroi, an escapee from a brutal regime at Cranwell Priory, goes to his brother, a tourney knight. Eventually, he becomes a knight himself, eventually entering into the retinue of William Marshal. Meanwhile, Monday de Cerezay is the daughter of a tourney knight and seamstress. She and Alexander fall in love—with adverse results." (blurb from Kasthu)

Daughter of Fortune, Carla Kelly
1600s, New Mexico.  A young woman travels to New Mexico only to be caught up in a brutal war between a Native American tribe and the Spanish settlers who have stolen their land.

Seize the Fire, Laura Kinsale
1800s, Europe.  Captain Sheridan Drake, a former naval officer, decides to take advantage of innocent, gentle Olympia's plea for help, with every intention of screwing her over at the earliest possible opportunity.  Very high angst-level.

Green Darkness, Anya Seton
1500s & 1960s England.  Celia and Richard's marital problems are made worse by the fact that they shared a disastrous, taboo love affair in Tudor England.  Can they finally overcome the past to have their HEA?

Here Be Dragons, Sharon Kay Penman
1200s, Wales.  Fictionalized account of the dramatic (but eventually happy) real life love story between Llewellyn, a Prince of Wales, and Joanna, daughter of England's King John.

Angel in a Red Dress, Judith Ivory
1700s, England & France.  Adrian and Christine endure many trials and hardships to secure their HEA, set against a backdrop of revolutionary France.  Beautifully written.

A Hint of Wicked, Jennifer Haymore
1800s, England. Sophie's beloved husband, Garrett, died 7 years ago in the Napoleonic Wars.  Sophie's moved on...with her husband's good friend, Tristan, and they have a happy, loving marriage.  Things are thrown in disarray, however, when Garrett suddenly returns home -- and expects Sophie to resume their marriage.

The Diamond Slipper, Jane Feather
1700s, France. Can Leo save Cordelia from the physical and sexual abuse of her husband, the Prince Michael, a German diplomat at the Court of Versailles?  Sad, dark and disturbing.

The Duke of Shadows, Meredith Duran
Julian and Emma fall in love during a turbulent, violent time in British India's history -- the Sepoy Rebellion of 1857.  After running for their lives, they are separated...forever?  Or will they be able to find their way back to each other?

My Forever Love, Marsha Canham
1200s, England. Amaranth, an abused wife on the run from her sadistic husband, finds solace and love with Tamberlane, a defrocked and ex-communicated former Knight Templar.

A Civil Contract, Georgette Heyer
1800s, England.  Adam loves Julia, who is the passionate, beautiful love of his life.  However, Adam is also in debt, and needs a rich wife -- enter rich, plain, plump Jenny, who has a beautiful soul and quiet intelligence.  Adam and Jenny marry, but can they make their marriage of convenience into something good and lasting?  Very realistic, bittersweet look at arranged marriages.  

The French Lieutenant's Woman, John Fowles
1800s, England.  I wasn't sure whether to put this book in the "bittersweet" or "downer" category.  This book is amazing, complete with multiple endings (some where the main couple is happy and together, others where they are apart).  Beautiful writing, in-depth characterizations and multiple narrative paths that fully explore the couple's unexpected attraction and relationship to each other -- make this one of my favorite romantic books, ever.  Don't miss this one!

Downer Romances
Forget it, Jake, it's Chinatown.
— Chinatown
Downer romances are, this seems pretty obvious, romances that end on a sad note.  The main couple does NOT end up together in these romances, but is torn asunder by forces beyond their control.  Get your kleenex ready -- these books are angsty, tragic and depressing.

Because the HEA is often the hallmark of "traditional" romances, the romance novels below are often of a non-traditional bent: lit fic, historical fiction, classics with very strong elements of romance.

Ride the Wind, Lucia St. Clair Robson
1800s, America. The true story of Cynthia Ann Parker, who was kidnapped by the Comanche tribe as a child.  She was raised by Comanche parents, as part of their family, and went on to become the beloved wife of a war chief.  Eventually, however, she was re-captured by American soldiers and returned to her family -- with tragic results for everyone involved.  Amazing research, well-written, and a fascinating romance between Cynthia and Wanderer, her war chief husband.

Like Water for Chocolate, Laura Esquivel
1900s, Mexico.  Tita and Pedro are desperately in love, but Tita's mother forces Pedro to marry Rosaura, Tita's sister.  How will their love survive Pedro's marriage to another woman?

Anna Karenina, Leo Tolstoy
1800s, Russia. Wealthy Anna Karenina has an affair with the dashing Count Vronsky, setting in motion a tragic chain of events.  Very long, but worth the read -- imho.

The Memoirs of Cleopatra, Margaret George
Ancient, Egypt & Rome.  Charts Cleopatra's life on a epic scale, detailing her life, reign and her two great loves, Caesar and Antony.

Wuthering Heights, Emily Bronte
1700s & 1800s, England.  The classic tale of Cathy and Heathcliff, young lovers denied a relationship due to social class differences and personal misunderstandings.

Sunne in Splendor, Sharon Kay Penman
1400s, England.  A novel about Richard III and his beloved brother, Edward IV.  Both Richard and Edward's love lives are rendered here in great detail, particularly Richard's starcrossed relationship with the love of his life, Lady Anne Neville.  (spoiler: none of the romances in this book have a HEA, though they are lovely to read about while they last).

To Dance with Kings, Rosalind Laker
1600s - 1700s, France. Four generations of mothers and daughters love and live during the twilight years of the once great French monarchy.

The Age of Innocence, Edith Wharton
1800s, America. Newland is torn between two loves: his fiancee, the proper and kind (but dreadfully vapid) May, and her cousin, the independent and intelligent (but controversial) Countess Olenska.  If you like Jane Austen, and you can handle an unhappy ending, I would suggest trying out this book.  I've seen The Age of Innocence described as a darker, more realistic version of Pride and Prejudice.

Forever Amber, Kathleen Winsor
1600s, England.  Amber, the secret daughter of English aristocrats, pursues the cruel Lord Bruce Carlton.  To wit -- "If having a likable, sympathetic main character, or at least one of some depth doesn't matter to you, and you love to be truly immersed into another place and time, revel in a sprawling, trashy read, than this novel is for you." (blurb from LisaMariaClark)

The Thorn Birds, Colleen McCullough
1900s, Australia.  Pretty Meggie Cleary's pursuit of handsome, arrogant Ralph de Bricassart, a Catholic priest, leads to extreme angst and heartbreak in the Australian outback.

The Post-Birthday World, Lionel Shriver
Contemporary.  "Sliding Doors" for romantic lit fic.  Irina's life splits into two different paths after she contemplates kissing her crush, Ramsay Acton.  In one life, she breaks up with her staid, unsympathetic boyfriend and embarks on a rocky, but passionate relationship with Ramsay.  In another life, she stays with her boyfriend and shuts herself off from passion and emotion.  An interesting "what if" novel with very strong romantic subplots.

Avalon, Anya Seton
1000s, England & Iceland.  Merewyn, a lowborn peasant, is in love with the aristocratic Rumon, a handsome young warrior who is in love with the seductive, but unstable Queen Emma.  By the time he realizes his love for Merewyn, her marriage to another man makes their love impossible.  Very, very sad and angsty -- almost uncomfortable, at times.

Queen of Camelot, Nancy McKenzie
Early medieval period, England.  The Arthurian legend told from Guinevere's point-of-view.  Very good, gripping story with a likeable heroine and a tragic romance.

The Rose of York Trilogy, Sandra Worth
1400s, England.  Wonderful trilogy about the War of the Roses and Richard III's lifelong romance with Lady Anne Neville.

The Girl with a Pearl Earring, Tracy Chevalier
1600s, Netherlands.  A young serving girl becomes the half-willing subject of legendary painter Johannes Vermeer's greatest masterpiece.

The Conqueror, Judith French
Ancient, Europe.  Roxanne and Alexander the Great's turbulent marriage are depicted in this book; more historical fiction than a romance novel, this still has romantic elements in it.  I enjoyed it!