Yup, there sure are.
(It might be a noteworthy consideration that most of them are female deities.)
The sea-god Nereus and his wife the Oceanid Doris were faithful to each other.
The sea-goddess Eurybia, wife of the Titan Creius
The Titaness Tethys, wife of her own brother Oceanus
The Titaness Mnemosyne, Goddess of Memory, who, in Hesiod's Theogony, is ...
This is from Appolodorus 3.6.7. It does not refer to specific parts or phases of intercourse. You should read the numbers as percentages, as the translation indicates:
Hence, when Hera and Zeus disputed whether the pleasures of love are
felt more by women or by men, they referred to him for a decision. He
said that if the pleasures of love be reckoned ...
The legendary Carthaginian Queen Dido kills herself in despair after her lover Aeneas, son of Aphrodite, abandons her.
Tristan & Isolde
Joseph Campbell wrote about these two, emphasizing the unification of divine and romantic love (he calls it "Roma" vs. "Amor", Roma referencing the seat of the Catholic church in Rome.) The legend ...
Heracles had a number of male lovers. Plutarch's Dialogue sur l'amour (Eroticos) mentions that the number of Heracles' male lovers were beyond counting. Hence, the list of lovers presented here is incomplete (most probably):
The story is that of Pyramus and Thisbe, from Ovid's Metamorphoses. You have already covered almost everything he tells us in your question, but there are a couple of extra details: They were living in Babylon; they were meeting under a mulberry tree, and it's fruit took colour from Pyramus' blood (the transformation that makes it fit in the Metamorphoses), ...
In fact there are at least two such stories which one might easily call typical happily-ever-after fairy-tale-style narratives, one of which is quite well-known and the other not enjoying quite as much renown.
The more famous story is that of Pygmalion and Galatea, though this Galatea is different from the Sicilian Nereid who gets involved with ...
Cupid and Psyche have a happy ending:
But Cupid, being now recovered from his wound, and not able longer to bear the absence of his beloved Psyche, slipping through the smallest crack of the window of his chamber which happened to be left open, flew to the spot where Psyche lay, and gathering up the sleep from her body closed it again in the box, and ...