My absolute favorite love story, Beren and Lúthien, comes from The Silmarillion. (spoiler: I'm a huge Tolkien nerd.)
To be as brief as possible: He was a mortal man, and to be worthy of the daughter of an Elven king, he vowed to get a Silmaril from the crown of Morgoth (Sauron's old boss). Lúthien follows him, and they journey together, surviving by each others' strength. They do actually get the Silmaril, but Morgoth's wolf bites Beren's hand off still holding it.
The wolf is slain, and the Silmaril recovered, but Beren dies - and as a mortal, it is a final death. Except that Lúthien tells him to wait in the Halls of the Dead, and goes to the lord of that realm, and is so eloquent in her grief that she is allowed to bring Beren back to the land of the living, as long as she gives up her own immortality.