In Cromwell by Victor Hugo, Rochester, one of the men who conspires against Cromwell, thinks he's in a romance, and that his forbidden love with Cromwell's daughter will prevail. Unfortunately for him, he's in a political drama and she never noticed that he existed.
In the 18th century play Nathan the Wise, Nathan's servant Daya is reasonably savvy of the "Columbine" role in Commedia dell'Arte and thus sees it as her duty to find a mate for Nathan's daughter. However, the young crusader that Daya tries to fix up with the daughter turns out to be the daughter's long-lost brother. In commedia del'arte, this kind of Contrived Coincidence is fairly common, so you could say that the guy would either be the love interest or the long-lost brother, and Daya made the wrong conclusion. There's also an aspect that although Daya knows that Nathan is a nice guy, she has antisemitic prejudices, and thus tends to act like the play she is in is The Merchant of Venice.
Polonius in Hamlet thinks that he's the Dottore or the Pantalone in a Commedia dell'Arte play, where every problem is caused by unrequited love and can be solved with eavesdropping. Unfortunately for him, he's in a revenge tragedy.
Deconstructed with Tybalt in Romeo and Juliet, who doesn't realise he's in a romantic comedy, and winds up derailing the plot into a tragedy with his killing of Mercutio.
In Don Giovanni by Mozart, Donna Elvira makes two wrong conclusions. When she's in her Love Martyr mode, she thinks she's the heroine of a romance story, destined to redeemthe roguishanti-hero with her love. When she's in her Woman Scorned mode, she correctly realizes that she's in a story of an irredeemable rake's divinely-ordaned punishment, but wrongly assumes that she will be the one to punish him. Actually, she's just a tragicomic supporting character, and the real agent of the Don's punishment is a muchmore imposingfigure.