If you're open to YA fantasy, Richelle Mead's Vampire Academy series is absolutely gut-wrenching. I actually had to stop reading it in the middle of the series in order to wait until all the rest of the books came out. Like most YA fantasy books these days, there's a love triangle involved (hence the source of my emotional upheaval), but it's very clever and more adult than the ones in other series.
This series will keep you up all night reading, and then leave you an emotional wreck for days. Is that what you're looking for?