I recommend Midwinterblood. 
 Seven stories. Seven lifetimes. How can love, any love, survive through that? 
 Midwinterblood reminds me of Cloud Atlas (in terms of the connecting stories), When the Sea is Rising Red and The Brides of Rollrock Island (because of the richness in tales of love lost, found, and lost again). 
 Dark. Creepy. Awesome! 
 The stories are mesmerizing, marvelous in the way that they can stand alone as a short story. I remember I loved most of them, whether its sad, romantic, gory or tragic. Marcus Sedgwick did not stick to the conventional plots, for his were far out! The imagination involved, the emotions stirred - those elements made Midwinterblood really worked for me. 
 I think I was on the fourth story when I caught up on the connection. I say, that could not be it, but then, why not? And it was unbelievably unusual that I want to revel in the uniqueness of it. And let me not forget the horror, and gore. Wee! 
 How come the most saddest people have the most beautiful of histories? What could've gone wrong? If there is another chance, will they be strong enough to fight for that same love, over and over again? 
 Midwinterblood is an acquired taste, for I think not many readers will be inclined to claim it as a favorite. But I hope you do. It will be a shame to be deterred by the tragedy alone. ;)