Alhough romances that are too "sweet" turn me off, I do like bittersweet romances where there is an undercurrent of sadness because (for example) the H&H "know" they can never be together long-term.  I loved this about "Flowers under Ice (Jean Ewing Ross/Julia Ross).  They did end up together, however. 

Are there other good, steamy "bittersweet" romances? 

I don't know if these have been mentioned in this forum before, but I think timetravel romances can be kind of bittersweet. Oftentimes, I think the author resolves the time difference by having one of the characters' soul become reborn in a different person. Linda Howard had a short story called Lake of Dreams. Jude Deveraux's Knight in Shining Armor has that happen as well, with the hero reincarnating into a modern man, if I remember correctly. And Johanna Lindsey had one where a Viking was cursed to be summoned throughout time. The heroine is his new mistress and she sends him away to break the curse even knowing they can't be together. But, he does eventually come to her as a new modern man. I don't know if any of those are along the lines of what you mean by bittersweet. For me, bittersweet can be when the h/h have gone through so much together, but manage to stick with it.

Claudia, Mary Balogh manages to hit on the theme a couple of times. One that I have read recently is Simply Love. It involves an unmarried woman with a child and a man who was severely disfigured in the Napoleonic Wars. Her struggles with his handicap is so touching and true. The book is a part of a series of which only two are out (Simply Unforgettable and Simply Love) The stories revolve around 4 women who are teachers in a girl's school and they connect in a minor way to her Slightly series( which I'm almost through with!). Another by her in that vein is One Night For Love- good story about lovers in totally different "classes" in early 1800's England. Good back story, too, in that one.

It has been a while since I read it, but I want to say Lark by Norah Hess had a bittersweet feeling to it...she is married to someone else when they first meet.

The Wind series by Cidy Holby comes to mind. I can say I cried in each and everyone of them. I also laughed in all of them.

thanks for the suggestions.  I managed to hit on one by accident.  By Possession was mentioned for another reason in these discusssion groups and it was in my TBR.  Medieval and the Lord who was thought dead returns from the baltic crusades to find his wife has died and their bondwoman (serf) has been taking care of and hiding his son.  The serf (Moira) was secretly in love with the lord Addis ever since she was a teenager.  He is immediately drawn to her, but a marriage is impossible becuase lords never marry their serfs andd he needs to marry well for political reasons and to help regain the lands usurped by his evil stepbrother during his absence.    It is so far very good and very bittersweet.  I am beginning to wonder whether these two will EVER be together. 

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"Bridges of Madison County" by Robert James Waller, but i am sure it's been over read by now?

There are three on my shelf I'd characterize as "bittersweet":

"Windwalker" by Natasha Mostert

"Beauty" by Susan Wilson

"Suzanne's Diary for Nicholas" - Nicholas Sparks

I second Grace's recomendation of time travel too.