Can't remember the title, but there was a fairly good romance webcomic where the male lead was a Gray. (As in alien, not Christian.) He made sure she was safe during her abductions.... such a gentlegray.
If I ever get as far as actually writing anything, there's a world brewing in the back of my head where humans live alongside multiple non-humanoid alien species. Not sure how romance would work between such dissimilar minds and bodies, but in an entire civilisation you'd bet there'd be plenty who were willing to try!