looking for albums/songs....

Elvenking - Romance and Wrath
Half of GNR's discography
Luca Turilli - Demonheart - seems to be about some dude who finds out his girl is a demon, so he has to dump her, in truly epic fashion
Queensryche - Operation Mindcrime has something like that...
 
Eternal Tears of Sorrow - Scars of Wisdom?

an all-time favourite song of mine, best fuckin folk-metal riff EVER. lyrics may be too vague for your concern here, but get it anyway.

"Sometimes it's just the time to rest
and leave all your pain behind
Time heals the wounds of loneliness
and leaves the scars of wisdom into your mind

Romance, it didn't last
Emotions were frozen by the past
My heart bears the scars
Wall of pain covers my heart"
 
Nightwish has a lot of "forlorn love" songs.

Also, Kamelot has a ton, if you like power metal. Try their most recent album, Ghost Opera. Also, their two albums before that (Epica and The Black Halo) also have some songs like that. A few songs of theirs with this kind of theme:
-Ghost Opera
-Love You To Death
-Eden Echo
-Temples of Gold
-On The Coldest Winter Night
-The Haunting (Somewhere in Time)
-Abandoned
-The Sailorman's Hymn

Those are some I can think of right now. They really have a bunch.
 
I second Etos, though I also would recommend listening to their best albums like 'A Virgin and a Whore' and 'Chaotic Beauty', 'Before the Bleeding Sun' is also amazing.

Though imo, I think Draconian is totally what you're looking for. Listen to 'Arcane Rain Fell' or 'The Burning Halo' very hard hitting and emotive but not over-heavy ( well, since its doom/gothic ) You should probably also give Theatre Of Tragedy's first two albums though, in the same vein.
 
Stuff about lost love or just stuff that'll make you sad?

The cheese is here:
G'N'R - November Rain
Motley Crue - Don't Go Away Mad (Just Go Away)