Arang and the Magistrate Ending isn't typical happy-ending, but it's not bad either. I don't want to spoiler. Anyway, it's old, but very good drama. Classic. You should watch it if you like fantasy genre.
Queen of the Ring Short and sweet.
Handmade Love I think you will like it.
My Girlfriend Is a Gumiho Another classic.
My Roommate Is a Gumiho Nice begining, rather boring end, but still worth watching.
If you consider time travelling as fantasy, you can try:
Live Up to Your Name
Queen In Hyun's Man
Both are very good dramas.
Edit: I just realized that Mr. Queen is also a fantasy. And it has not bad ending.
Also Zombie Detective is a great fantasy drama, but it's more a comedy than a romance. I recommend it anyway.
There is also A Korean Odyssey . In my opinion it's not a very good drama. Which does not change the fact that I liked and rewatched it few times :)
Korean fantasy dramas are my favourite. One of the best I've seen so far is Arthdal Chronicles . But it's unfinished and hard to tell if ending of new season will be happy or not.
