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 !