In Dragon Bones, Ward encounters a woman who thinks this about him. It's not so much that she really loves him, she's just insulted that he'd prefer someone else to her.
The Phantom of the Opera. If Erik can't have Christine, not only will Raoul be dead, but he plans to blow up the Paris Opera House. This tends to be forgotten in most other versions. Bonus points for the fact that Erik retains much of his woobieness, despite being batshit crazy.
Éponine from Les MisÚrables. Éponine gives Marius a (fake) message that his friends are expecting him at the barricades, and then she goes there herself in hopes that they'll die together, since she can't have him. But later, when Marius is about to be shot, Eponine quickly interferes and is shot herself. She gives the letter to Marius, pleads for forgiveness, and asks for a kiss on the forehead, to which he complies.
This happened in the Wind on Fire trilogy to the princess, though she didn't get killed.
This is effectively Morgoth's motive in The Silmarillion—if Ilúvatar won't let him create anything of his own, he'll corrupt and break Arda.
In Neil Gaiman's short story "Murder Mysteries," the first murdered angel turns out to have been killed by his partner when he moved on from extensively studying Love with him to studying Death instead.
The title character of The English Patient has an affair with Katharine Clifton; when her husband finds out, he combines this with Murder the Hypotenuse and suicide, trying to kill them all in a plane crash.
Christopher Carrion has a bad case of this in the back story to Clive Barker's "Abarat" series aimed at Princess Boa, which ends with him killing her on her wedding day.
In ''Cold Comfort'', Allie Carpenter says the stock phrase before killing Senator Wainwright.
The Revenge of the Sithnovelization has the relationship between Anakin and his wife Padme steadily progress into this. Even though she was faithful to him, he didn't believe her; he believed she was falling for Obi-Wan. And in a sense she was - at one point she says that there is one Jedi the proto-Rebellion can trust absolutely, and is shocked to discover that she doesn't mean her husband. He chokes her with the Force.
Meta-example happened in Dungeons & Dragons novels. Dragonlance writer Margaret Weis didn't liked that her beloved character Death Knight Lord Soth has been taken by Ravenloft, so she got Armed with Canon, wrote things that made it impossible for Soth to ever be transported to Ravenloft's world in the first place and then turned him human and killed him so nobody else could have him.
In Bruce Coville's The Ghost in the Third Row the ghost in question was killed by a jealous lover after she chooses his rival over him.
Lydia in Peter Moore's Caught In The Act attempts this on Ethan in the school play. She fails.
In Death series: Indulgence In Death has a guy who killed a girl he was interested in a drunken fit of rage because she was not interested in him.
In "Confessions of a D-List Supervillain", The hero Ultraweapon says this to the protagonist after erasing the memory of his ex-girl-friend Aphrodite, who had begun dating the protagonist.
The question of "The Lady or the Tiger?" is whether the princess will decide this or not.
In John Milton's Paradise Lost, Eve's motive for giving the apple to Adam is murder: he must not be happy with another woman after her death.
The Infernal Devices: The reason for Sophie's scar - the son of her previous employer wanted her, and when she refused his advances, he took a knife to her face so that nobody could have her beauty.
In A Song of Ice and Fire King Aerys II pulled a non-romantic example of this during the twilight of Robert's Rebellion. He ordered that caches of wildfire be placed throughout Kings Landing with the goal being to set the city on fire rather than let it fall to Robert Baratheon. Luckily, Jamie Lannister wasn't having any of The Mad Kings bullshit!
In The Tamuli, Zalasta stabs Sephrenia in the heart after being outed as the Big Bad of the series, although the motivation for that action was being reminded that she had rejected him in favor of Vanion.
Jeremy's girlfriend in Strength & Justice says this phrase as she attempts to do this to him by using her Green Thumb powers when she suspects him of cheating.
In Proxima, John Synge gets the first three words out before being shot by a genre savvy robot.
In Blood Promise, Strigoi Dimitri seems to settle upon this conclusion. He initially intended to turn Rose into a fellow Strigoi and rule a criminal empire with her. Once she conclusively rejected him, he hunts around the world to locate and kill her.
In Heart of Steel, Jim was already controlling and possessive of Julia, but after getting turned into a misshapen cyborg and finding out that Alistair is in love with her, Jim is prepared to kill Julia to keep Alistair from having her. He also staged a vicious attack on her six months ago when he started to cotton that she wanted to break up with him.
Ashfur from Warrior Cats actually averts this. He wants Squirrelflight to suffer, so he plans to kill her kits in front of her and let her live with the horror.
The Tennyson poem Locksley Hall mentions this, although the narrator isn't so much of a dick as to actually try it. When his lover is forced into an Arranged Marriage, he thinks:
Better thou wert dead before me, tho' I slew thee with my hand! (...) Weakness to be wroth with weakness! woman's pleasure, woman's pain Nature made them blinder motions bounded in a shallower brain''
In The Three Musketeers, the English ambassador to France was willing to spark a war if he couldn't have Anne of Austria, the (married) Queen of France. He specifically noted that many thousands of people would be killed in such a war.