Saudade (Portuguese):

The feeling of longing for someone that you love and is lost. Another linguist describes it as a “vague and constant desire for something that does not and probably cannot exist.” It’s interesting that saudade accommodates in one word the haunting desire for a lost love, or for an imaginary, impossible, never-to-be-experienced love. Whether the object has been lost or will never exist, it feels the same to the seeker, and leaves her in the same place: She has a desire with no future. Saudade doesn’t distinguish between a ghost, and a fantasy. Nor do our broken hearts, much of the time.