Nice Female lead feel in love with bad/cold male lead.

Devil Beside You

Behind Your Smile (2016)

Padam Padam

Sawan Biang

Jam Loey Rak (2008)

Just between lovers 

Movie

Our Times (2015)

Kurosaki-kun no Iinari ni Nante Naranai (2015)

Ik there’s more but I can’t really remember... Also I’m not to sure what you mean by “bad guy”.  Roguish type of guy? Evil? Or just misunderstood? 

But anyway here’s some that you might be interested in.

So melo or action or dark.. and no romcom?

• Temptation of an Angel
• The Final Match
• The Devil
• Nine Times Travel
• Green Rose
• Shut Up Flower boy band
• I am sorry I love you
• 15 years of migratory birds 
• loving never forgetting
• Goodbye Mr Black - i dont particularly like this drama but it has the elements you are looking for 
• Golden Apple - this is a daily so it is a very long and tedious watch

PS: some are open ended drama... and some are downright tragic end

 5fangirl:

dramas where male lead is cold and heartbroken since he lost his everything...Female lead is so supportive to him and she wanted to help him...

And also the drama must be  in melodrama or action genral...

• Moon Lovers: Scarlet Heart Ryeo
• Gu Family Book
• W
• +1 for Just Between Lovers