Leo Marion Inception

"Inception" (Christopher Nolan, 2010)
The Romance: Dom (DiCaprio) and Mal (Marion Cotillard) are so happy together that they actually create an entire universe in their dreams. When they unplug, though, the relationship (and their sense of reality) comes crashing down.
How It's Doomed: Mal, unable to handle the effects of leaving the dream world and convinced that reality is also a construct, hurls herself off the side of a building (on date night, no less). What's worse is that a version of Mal, more villainous than in real life, haunts Mal as he makes his way through the dreamscape (since her death, he has become a renegade dream thief), foiling him at every turn. She really is the ex that you can't get away from. While director Christopher Nolan has a history of creating female characters who are morally reprehensible or end up violently killed, Mal is more than that – she works on a metaphorical level as well as a literal one, and adds some devilish kinkiness to a movie that, even though it involves the psychologically murky world of dreams, is starkly asexual.
Emotional Devastation Factor: Middle. It works on a surprising emotional level, especially considering that "Inception" was the second Leo-trapped-in-dreams movie of 2010 (after "Shutter Island"). Cotillard's performance, especially in her "human" scenes, is particularly affecting – she seems like the kind of woman that would make you create a fantasy dimension just so you could have her all to yourself. Leo is also solid, playing a man chasing this memories of a better life through his dreams. As Robert Palmer would say: "Tell me I'm not dreamin'"

Leo Romeo

"Romeo + Juliet" (Baz Luhrmann, 1996)
The Romance: Star-crossed lovers Romeo (DiCaprio) and Juliet (Claire Danes) have one of the most crushingly powerful and tragic romances of all time, defying a violent grudge between their families.
How It's Doomed: Based on William Shakespeare's immortal play and transposed to what appears to be war-torn, modern-day South America (with flourishes borrowed from Southern California and, of course, Australia), Romeo and Juliet's love affair ends with both of them taking their lives. (It's a little convoluted – read the play.) This was Luhrmann's first collaboration with DiCaprio, on probably the only source material that is more sacred than "The Great Gatsby," and the two are obviously on similar creative ground. The tragedy is heightened by the fact that both DiCaprio and Danes are both so young and adorable. It's like drowning fluffy kittens.
Emotional Devastation Factor: High. This is one of the most gut-wrenching love stories of all time, and Luhrmann and his actors do it justice, especially since, by the time the tragic final scenes play out, much of the showy excess has been stripped away. What's left is two kids, dead by their own hands, and really, what's more heartbreaking than that? 

Leo Titanic

"Titanic" (James Cameron, 1997)
The Romance: It's an upstairs/downstairs romance on the RMS Titanic as dirt-poor Jack (DiCaprio) falls in love with Rose (Kate Winslet). They have to dodge Kate's hothead fiancé (Billy Zane) as well as dealing with the whole ocean-liner-sinking-into-the-depthless-sea thing.
How It's Doomed: Considering the movie is bookended by a sequence of an old lady telling her story to a group of modern day Titanic enthusiasts (led by Bill Paxton's redneck researcher), it's safe to say that only one half of this relationship survives the cataclysmic crash of the Titanic. Of course, they make it through the actual sinking of the ship to find themselves floating in the chilly Atlantic waters, waiting for rescue. Rose is perched atop a piece of wood, while Jack dangles underneath. Eventually, he dies, his half-frozen body sinking into the water. Cue the wailing cries of millions of teenage girls worldwide. DiCaprio's tragic demise is even more harrowing considering how much the couple got through on the boat alone (including Billy Zane firing a pistol at them, and the ship cracking in half as it began its slow descent to the bottom of the ocean) – if they can conquer all that, as well as the rigid class system of the time, shouldn't they be able to hang out in the water for a few minutes before getting rescued? No. This is a DiCaprio romance. Somebody had to die.
Emotional Devastation Factor: Again: pretty high. James Cameron is a master manipulator, able to wring tears out of virtually any situation, and man if you don't get drawn into the story of these two kids in love, then you're probably a robot. The emotions are actually amplified by the historical setting, unlike "Pearl Harbor," which tried a similar formula but felt much cheaper. Coming a year after "Romeo + Juliet" too, "Titanic" served as a would-be warning to any cinematic partner interested in a relationship with DiCaprio: things most likely won't end well.

While not quite as histrionic, a number of other Leonardo DiCaprio romances have also felt doomed: his relationship with Armie Hammer in Clint Eastwood's "J. Edgar" never had a big moment of dissolution but was tragic for its quiet lack of acceptability; in Steven Spielberg's "Catch Me If You Can," he has a wonderful relationship with Amy Adams that is undone by his criminal duplicity; he forges a meaningful relationship with Vera Farmiga in "The Departed" but is ultimately killed (insert sad emoticon here); and his own mental instability means that he can never sustain a romantic relationship in "The Aviator." Poor Leo!