Looking for a sad romance drama where the male character has unrequited love for a female, or a similar type of love triangle with a sorrowful male. Thanks!

I admit I didn't love this drama, but the SML fits your description very well. I adored him, the best thing about the drama! 

https://mydramalist.com/22174-see-you-again

Sad / tragic dramas where the ML has unrequited feelings for the FL:

Dramas (which aren't necessary all that sad or tragic) where the ML's feelings for the FL are one-sided for a very long time:

Sad / tragic dramas where at least one SML has unrequited feelings for the FL and the ML doesn't get a happy ending with the FL:

Sad / tragic dramas where the FL is in a relationship with the SML but falls out of love with him and falls in love with the ML, but the FL and ML either don't get a happy ending or at the very least have to be apart for most of their lives:

Dramas where the SML gave up his opportunity to be with the FL when she had feelings for him and the ML stepped in before the SML could get a second chance, so that the SML's feelings became unrequited (and the ML and FL get a happy ending):

Dramas that gave me SLS for tragic SMLs who loved the FL but didn't end up with her (while the ML and FL get a happy ending):