Hello!

I am trying to find a science fiction film. I watched it in 2003 or 2004.
A male alien (who looks like an ordinary man) from another world (planet, galaxy, universe, dimension) comes to Earth and falls in love with a human woman. He decides to take her along or rather transfer her soul (memories, mind, consciousness, essence, personality). He promises he will obtain a new body for her in his world. But she must die here on Earth. They dream they will be happy together.
In fact, their plans fail. He is killed. She cannot live without him. It seems she leaves a last letter. From what she writes it follows that she is going to commit suicide. She goes to his grave. In my opinion, she carries some object in her hand. Perhaps it is a locket, bracelet or amulet, which he left for her. She manipulates it (opens, press somewhere?) and falls dead.

The following films are not that I am looking for:
�The Invader� (1997)
�Last Lives� (1997)
�Starman� (1984)
�The Man Who Fell to Earth� (1976)
�When Time Expires� (1997)

Thank you very much in advance.
And Happy New Year!