Here’s a peculiar observation I have made about my tastes: Generally speaking, in fiction I like my romance doomed.
Obviously there are exceptions (especially if one is reading/watching a romantic comedy), but on the whole big epic love stories seem more effective when they end in tragedy, for me at any rate.
Obvious examples (from books, films and plays) include Romeo and Juliet, The English Patient, Doctor Zhivago, The Remains of the Day, Casablanca, Brief Encounter, Gone with the Wind, Moulin Rouge and Wuthering Heights. In addition, doomed romances in novels that are not primarily romantic can be hugely effective in the right context (Winston and Julia in 1984 for instance).
Far From the Madding Crowd and Crouching Tiger Hidden Dragon (the latter essentially The Remains of the Day with action scenes) have a mixture of happy and sad endings, and very occasionally there are exceptions to my tragedy rule, Jane Eyre being a good example. However, even then the happy ending comes at quite a price.
I gave this matter some thought and concluded that the reason I prefer tragic romance in fiction is because it provides an escapist fantasy that allows the feeling of highs and lows of romance and heartbreak in a safe setting, in a way that provides considerable emotional catharsis. My unashamed love of a good tragic weepie stems from the same part of me that loves a good horror story. To me, tragic romance is the flip side of the same coin. Again, catharsis through fiction is what attracts me to these genres and I am not ashamed of it in the slightest.
Some people can’t abide tragedy (or horror) and quite honestly I feel sorry for them. For me to experience such things in fiction is to feel human, and to feel alive.