Coffee Prince
Do You Like Brahms?
Fight for My Way
Fifteen Years to Wait for Migratory Birds - Technically has an open ending, but it's alluding to being very sad.
Girls' Generation 1979 - There are two female leads, one of them chases after a guy who is into the other female lead. Eventually he does reciprocate, but...and here's a major spoiler....she ends up with her second male lead.
Heavenly Forest - No happy ending
Itaewon Class
Love Is Full of Jiudaowan
My Forever Sunshine
Rooftop Prince
The Forbidden Marriage - The girl the ML is in love with is dead.