My top favourites were

1. Ashes of love
2. Eternal love / Goblin
( I found the storyline of Eternal Love and Goblin much better than Ashes of love but Ashes of love was much more painful. )
3. Moon Lovers Scarlet Heart Ryeo
4. Goodbye my princess
5. Someday or one Day
6. Bloody Romance
7. Go Go Squid

Basically, I love it when someone dies/is in a lot of pain/loses something extremely valuable after sacrificing a lot, etc. Camaraderie elements involving achievements and pain are great too, like GoGoSquid.  

Just a note, I hate superficial stuff like Love O2O.

I hope I can get some recommendations... I've been dropping too many shows halfway... Thank you!!!



Since you liked Moon Lovers, I reccommend the original Chinese Scarlet Heart. Just don't watch the sequel. Lol. 

Cried more than about any show ever.  From Happiness and just heartbreaking tears Crash Landing On You! a True Special Gem.....

https://mydramalist.com/59327-the-legend-of-gu-and-jue

This above is the Second Best Xian Xia Drama for me and for many Xian Xia drama lovers now!~

For international watchers, it is currently airing and would end tomorrow, July 23 at 8:00 PM!~

It will make you cry. A lot! If this is what you wanted for an answer. XD

Historical:

  • Nirvana in Fire
  • Ruyi's Royal love in the Palace

Contemporary

  • First half of My Life
  • Go Ahead
  • Someday or One Day (Fantasy)
  • 15 Years of Migratory Birds


Kdrama:

  • My Mister
  • Ugly Alert
  • A thousand days promise
  • 49 days
  • Move to Heaven

Never say goodbye fits this description. 

 Chelsea Ang:
someone dies/is in a lot of pain/loses something extremely valuable after sacrificing a lot,

Contemporary:

Remember: War of the Son (K-drama)

Since I pretty much only watch costume dramas, here are some that made my tears flow:

K-dramas:

My Country New Age

Chuno

Warrier Baek Dong Soo

 Mr Sunshine

Apart from Mr Sunshine none of them has romance as a main theme though ( and questionably Mr Sunshine  uses romance more as a mataphor of sorts)

C-Dramas:

The Untamed

I suppose "The Wolf" could be considered sad and tragic enough but somehow it didn't make me cry ( but romances  not often do)

I'm also desperately looking for some new sad dramas  like NiF,  Bloody Romance or Goodbye my Princess to watch !