I've always loved history, and I've always loved tragic romance.

One of my all time favorite dramas is The Princess' Man, I would like something like that. Forbidden love. It doesn't have anything to do with revenge by the way (it could, but not necessary). Perhaps something with a royal person loving an average person (so cliché, but I love it).

Even though I mentioned tragedy, the ending doesn't have to be bad. It could be a happy ending (don't spoil it in the recommendations though).

It could be from either Japan, Taiwan, China or S. Korea. It doesn't really matter. 

What about:

- Queen Seon Duk: the tragic romance thing is just a small part of the story, though
- Jang Ok Jung: it's not historically accurate in regards of the characters it portrays (or so I heard), so avoid if you insist on historical accuracy for your period drama
- The Painter of the Wind: nobody ends up with their loved ones (even if their feelings might be mutual)
Six Flying Dragons (love story of yeon hee and ddang sae is definitely for you.)
Bonus: there's bromance in it
@Kura2ninja - thanks for your great recommendations! I've never heard of any of these 3 dramas. Especially the last one seems interesting since I love MCW and MGY. Though I'm a bit confused about who the male lead(s) would be (if there is/are any), since all the guys high up in the casting list are quite old (could still be the case since it's a historical drama afterall). 

@94loveKdrama Hi my friend xD I never really got through the first episode, but the first episode of the princess' man was also hard for me. It ended up being one of my favorite dramas. I guess I'll get a similar feeling with SFD? Many seem to love it even though it's historical and long, so that's a good sign.

@bossmama Never heard of these 3 either. They all seem very interesting and the fact they're all 3 from a different country and the storylines are all very different frome ach other gives some variation. I think I'll actually watch all 3 when I have time! Thank you so much!
I would second

Queen Seon Duk
Jang Ok Jung (as for accuracy, it is an interpretation and could have happened that way)
Ooku (the series)
Painter of the Wind

all of which are great in my opinion. 

Furthermore there is 

Dong Yi (very long and sometimes repetitive but nice)
Nirvana in Fire
Warrior Baek Dong So (great fighting scenes and soundtrack)
Chuno (similar + bromance and sad romance)
King's Daughter Soo Baek Hyang (underrated)
The Return of Iljime
Damo (underrated)
Heaven's Order
Jewel in the Palace (very long and repetitive but ....)
Jang Myung Go (underrated)
A Tree with Deep Roots (which is in terms of timeline ought to be preceded by Six Flying Dragons which I have not seen yet)
Sungkyunkwan Scandal (a must see as much for the romance as the bromance)
Empress Ki (must see)

There is also 

Arang and the Magistrate 
Gu Family Book

both of which mix folklore and mysticism with history.

Whilst I enjoy all historical series even the really long ones and or ones that are judged by some not to be that good, I can recommend all of the above.

Enjoy, Luna 
thank you so much for the long list! I've seen gu family book but didn't add it, I loved it tho but for me it wasn't as dramatic except for his father's story. I've wanted to watch Empress Ki for a while and Chuno also seems very interesting! There's more on the list I'd love to check out, thank you very much!

the only one I can't watch is Sungkyunkwan Scandal because of PYC. Even though I love him as a singer and in variety, his acting always annoys me. It has PMY and SJK tho but I just can't.... 
PERFECT COUPLE. Forbidden love. Revenge from the second lead male. great romance, hidden family, royal loving average person. Fits everything you need. not as tragic though although dealth is involved, the drama is practically a comedy (especially at the start), but Wallace Huo does a great job as well as tiffany tang,
@oppalover87 Some comedy gives some variation, thank you!
If you start it good luck. Prepare to either LOL (and really loud at that) and/or punch the face of the cousins (you will see what i mean when you watch it). If your a fan of wallace like i was after 'love me if you dare' he wont disappoint. You then have to watch Battle of Changsha just because ... haha
Tragic historical romances - love this category since I watch alot of these. HAHA good choice

Chinese:
Scarlet heart - a beautiful story about tragic romance/time travel
Jade Lock Palace - story is practically the same as scarlet heart/time travel
Prince of Lanling - a definite must watch for tragic historical romance
Nirvana in Fire -  this one doesn't really focus of romance but it's there, yet there's more bromance than romance however it's one of best dramas, definite must watch for historical drama fans.

I don't know if you like supernatural wuxia however most of them have tragic romances so I'll name a few:
Journey of Flower - a historical fantasy with forbidden love, which fits ur category perfectly. when i read forbidden love this came into mind right away.Must watch
Sword of legends - another wuxia fantasy with a tragic romance, though the friendship factor was technically stronger in this drama still a very touching love story. 
Swordsman - I really liked this one except this is the only drama where i didn't support the 'main' couple, you'll know what i mean when u watch it. you can consider

Korean:
Empress Ki - Loved this one, the romance honestly was tragic and beautiful

lunatepe already mentioned this one, but Damo!!! Definitely the best tragic historical romance I have seen and totally underrated. I mean, it is quite old and it took me a bit to get used to (particularly the fight sequences) but once I got into it, I was completely invested. Plus it's short, particularly for a historical drama, so there's nothing to lose :)