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I am pretty sure this is Russian and a short-story but not 100% sure.
Man likes a woman, woman likes him back too. They write letters to each other, but met only once or never. She asks him to meet again and again, but he is unsure of himself because he's poor or ugly and keeps putting it off. Ultimately she married another man.
It's a novel by Dostoevsky "Poor People". A novel in letters. The main characters are Makar Devushkin and Varya. Finally she marries another man and they go away from St. Petersburg.
