The Chronos Factor
I think any story where the wheels of time play so prominently would tend to be at least complicated, if not heartbreaking. The Curious Case of Benjamin Button, Momento and Twelve Monkeys all come to mind as various examples on this theme.
As for Piers Anthony's series, I highly recommend it. It's a great read, especially book 1 On a Pale Horse about the incarnation of Death, book 2 Bearing an Hourglass about Time, and book 6 For Love of Evil about Evil. (The other incarnations each have a book as well: War, Fate, Mother Earth, and Good.)
Thanks so much for reading and commenting! You're welcome for that touch of hope; I wanted them to be together in the end, so I put that outside of time.