Shadow Hearts: Covenant. Over the course of the game, Karin slowly falls in love with Yuri, the main character. At the end of the game, everyone is scattered through time, and she ends up going to the past and meeting Yuri's father and presumably, eventually falling and love and marrying him, resulting in Yuri.

Which makes her unrequited love throughout the game creepy as fuck, because time travel.

A case of pairing ship jumping, not series, because the game is still really good.