I have always been a fan of the different stories of King Arthur and the Knights of the Round Table. Rosemary Sutcliff , Mary Stewart , T.H. White , Marion Zimmer Bradley , I read them all, even Malory  and Chretien de Troyes  in college. They are very romantic tales, in fact, the word romance as we are using it here derives from the medieval tales of knights and adventure written in the French language. But the actual romances; Arthur and Guenevere, Lancelot and Guenevere, Lancelot and Elaine, Tristan and Iseult, Arthur and Morgause, Merlin and Nimue, well, you get the picture. All pretty tragic stuff.
Try some of these and let me know what you think:
Flickr image of N.C. Wyeth's "I am Sir Launcelot du Lake" by freeparking