Speculative fiction + tragic romance = ?

Hello, I'd like some recommendations on works of fiction that explore romance themes through the possibilities of speculative fiction settings. Preferably toward the literary and haunting/melancholy/wistful/lost-love end of the scale. I don't mind experimental or unconventional writing styles. The one thing I don't care for is genre-y writing that emphasises worldbuilding and swamping the reader with facts.

This is inspired by some films I've seen - La jétêe by Chris Marker and especially 2046 by Wong Kar-Wai, in case you're familiar with either. (If you haven't, the one involves a prisoner being used in time travel experiments in a post-WW3 Paris, the other a solitary passenger on a vague seemingly endless train through an equally vague seemingly endless city.)

Maybe This Is How You Lose the Time War - which is an epistolary romance. Also Time Was by Ian McDonald.

Thanks, that was quick and those both look really promising! Especially the first one.

Seconding This is How You Lose The Time War. Maybe The Fourth Island, Waiting on a Bright Moon, even Piranesi?

All the Birds in the Sky, maybe?

Thanks, all! I read Piranesi last year and really liked it, the rest should keep me busy for a while.

The Cream of the Jest by James Branch Cabell

The Traitor Baru Cormorant.

thirding this is how you lose the time war also all the birds in the sky what about night circus?