Kdramas that have scenes where male lead or second lead is in despair because of the female lead.

The first time i'd seen a scene like this was type of scene was what happened in bali. I think it was totally the first time i was so entranced for a korean drama. The way jo insung was kneeling and begging his father that he would do everything and be the perfect son just to allow him to have her is forever etched in my memory. But my fave of this scenario is New Tales of  a gisaeng, without a doubt. The way Sung Hoon aka Damo was grasping Saran (Im soohyang) legs begging her to choose him or just kill him just was such a riveting scene.

Check out:

King 2 Heart

Autumn in My Heart

Autumn Concerto

Ten Miles of Peach Blossoms

Maybe: 

- Kill me heal me - though the break down is more of the pain and realization of what atrocities done to the female lead as well as the thinking that he can never be with her

-Milder version: A thousand days promise, nine times travel

- sobbing for first loves that died: signal, scolar who walks at night

-reversal scene, female lead doing the heart breaking sobbing breakdown: queen inhyuns man

Moon Lovers: Scarlet Heart Ryeo

Fated to Love You

Descendants of The Sun

And I second King2Hearts and Goblin

 Marine:

I second the entirety of @Czakhareina's post (great recs) and reiterate Ten Miles of Peach Blossoms, it's so good with the whole male lead in despair because of female lead trope! Mars, also, looks like it would be up your alley.

Before that tragic circumstances of Susu. I was screaming my heart out at his stupid logic of staying far from her. But when she jumped, oh my gosh that was heart breaking. Mark Chao just totally floored me. Ten miles of Peach Blossom is probably a close 2nd or a tie with new Tales of peach blossoms in this type of scenario. I think Damo only got ahead by a little bit, cause he still had Saran to beg and grasp and hold onto, i love that picture and narrative they make t that particular scene. YeHua was alone in his desperate dispair as he jump, as he was being revived and as he tries deperately to bring her back again. But acting wise Mark chao is way better. 

Ohhh i also forgot about goblin. Kim shin did his share of desperate breakdown. I always love it when Gong Yoo does his lonely desperate inlove look. Also Lee Dongwook also had the same narrative scene, though it was in the joseon era and as he was grasping Kim Sohyuns portrait as he was dying ans going crazy...

Wanna add:

Moon Embracing the Sun  - Yeo JinGoo had that moment when Kim Yoojung was being esforted out of her princess residence for fear of her disease. She was desperately screming that she was his princess. Kim SooHyun also had that moment as the older version of the same character as he cries desperately for his princess he lost and now found.

Others: stairway to heaven, meteor garden, operation proposal, 

Eternal Love (Ten miles of peach blossoms, for some of us it's like ten buckets of tears T.T for pretty much all the characters) 

Scarlet Heart - believe me the last episode you'll be sobbing together with him. The chinese version I liked a lot more.