A very basic premise - Alice is doomed, and she knows it. Whether it's due to a prophecy, a Curse, a disease or something Time Travel related, it doesn't matter. What matters is that in the near future, she will die, and there is nothing she can do about it. Alternatively, Bob knows that Alice is doomed, but he also knows he can do nothing to save her. Either way, cue misery and angsting. The character may also go through the Five Stages of Grief. Of course, this does not mean that Alice cannot be saved in the end - there just needs to be a period during which it seems like she is doomed.