Looking for any k-drama with some romance and a happy ending where the male lead has a secret tragic past. Something like Pinocchio or You're All Surrounded. 

Thank you for your help :D

The snow queen (very good)
Me Too Flower,
Prosecutor Princess
Rich Man, poor woman
City Hunter (also very good)
I would also recommend City Hunter if you like something with more action. He definitely had a tragic past.
I just got done with Ao Haru Ride/Blue Spring Ride (movie) and would say his past is kind of tragic no where near that of City Hunter tho.