I like this kind of anime too. I only remember below animes that have such plot. With romance: Inuyasha Fushigi Yuugi Harukanaru Toki no Nakade Red Data Girl Hiiro no Kakera Strike The Blood Kamisama Kiss Tokyo Ravens Pandora Hearts Gundam Seed Kamichama Karin Shugo Chara Gakuen Alice Angelique Etoile Vampire Knight Neo Angelique Without romance or not so obvious: The Twelve Kingdoms Blue Exorcist Kyo Kara Maoh Yu Yu hakusho Fate/Stay Night.
I cant really gove you an answer,but what I can give you is a way to a solution, that is you have to find the anglde that you relate to or peaks your interest. A good paper is one that people get drawn into because it reaches them ln some way.As for me WW11 to me, I think of the holocaust and the effect it had on the survivors, their families and those who stood by and did nothing until it was too late.