Whatever the case, despite 20 years of evidence - including her habit of marrying quirky Brits, and his love of 20-something models - hope never dies.
It certainly doesn’t help when Winslet says things like, “Leo, I’m so happy I can stand here and tell you how much I love you and how much I’ve loved you for 13 years,” during a Golden Globes acceptance speech. Still, the two insist they’re simply great friends. In fact, DiCaprio walked Winslet down the aisle during her most recent marriage, to Nick RocknRoll. (We told you she likes the quirky ones.)
Winslet and DiCaprio are hardly the only Hollywood fixtures to get fans longing for wedding bells.
Our personal investment in the love lives of beautiful strangers has been going on for as long as the movie industry has been around.
Here’s a look back at actors people couldn’t help rooting for, whether or not they were destined to be together.
Ginger Rogers and Fred Astaire
Rogers and Astaire first wowed audiences in 'Flying Down' to Rio in 1933; their captivating chemistry was so palpable when they danced together, they stole the show from the movie’s leads. The pair went on to make 10 movies together, including Top Hat, usually playing chaste love interests (only kissing once ever) who were dazzlingly in step with each other.
They certainly danced as though they were soulmates, but moves can be deceiving. Rumours of discord dogged them, especially because neither liked to be referred to as the other’s “partner”.
Rogers was married five times and Astaire tied the knot twice, but once the actors became inextricably linked, there’s no indication they were ever even moderately tempted to pair up offscreen.
Humphrey Bogart and Lauren Bacall
Bogart’s impressive chemistry with Ingrid Bergman in 'Casablanca' was nothing compared with the heat he generated with Lauren Bacall when they first starred together in 'To Have and Have Not' in 1944.
The sparks weren’t just flying for the impossibly glamorous duo on screen, but also behind the scenes, despite Bogart’s marital status and their 25-year age gap.
A quickie divorce later, Bogey and Bacall wed in 1945. In some ways, these two were the anti-Winslet and DiCaprio, because no one really thought they’d last. Against the odds (and in spite of some admitted infidelity), they did - until Bogart’s death in 1957.
Rachel McAdams and Ryan Gosling
According to director Nick Cassavetes, his leads in the 2004 romance 'The Notebook' didn’t exactly hit it off. Gosling even asked him to bring in another actress at one point.
Gosling clearly thought something wasn’t working, but moviegoers didn’t seem to notice. The story’s will-they-or-won’t-they suspense had audiences in weepy puddles, watching with bated breath as Gosling’s Noah insists - outside in the pouring rain, naturally - “it still isn’t over” before going in for a kiss.
The two actors ended up dating after the movie came out, which brought 'Notebook' fans immense joy. It didn’t last, though. Gosling is now with his 'The Place Beyond the Pines' co-star Eva Mendes, and they have two daughters.
Taraji P Henson and Terrence Howard
Long before they played exes on the hit show 'Empire', Henson and Howard co-starred in 2005’s 'Hustle & Flow'. He was DJay, a pimp with dreams of becoming a hip hop star, and she was Shug, the pregnant prostitute he falls for. It’s not your typical meet-cute, but their appeal was undeniable.
The actors never got together in real life, although she’s been a staunch advocate for him, despite some of his infamously erratic media interviews. In fact, she’s the one who got him his gig on 'Empire'.
If that’s not love, what is?
Kristen Stewart and Robert Pattinson
To a certain segment of the population, there’s nothing more romantic than Bella and Edward, aka a high school girl and the vampire she loves in the 'Twilight' trilogy.
Naturally, the tweens who adored these two were over the moon when the stars of the movies, Stewart and Pattinson, ended up dating.
But there was a good life lesson for the young ’uns: sometimes, happily ever after doesn’t last. In 2012, Stewart was caught kissing her 'Snow White and the Huntsman' director Rupert Sanders, who was married at the time.
Since then, the actors have kept their distance - from each other and from any movies catering to young obsessives.
Jennifer Lawrence and Bradley Cooper
Lawrence and Cooper have had plenty of opportunities to remind audiences of their spark together, co-starring four times since 2012, in 'Silver Linings Playbook', 'American Hustle', 'Serena and Joy'. But that doesn’t mean they have the same passion for each other off screen.
During an interview with Howard Stern, Cooper said he would never have a romantic relationship with Lawrence.
“It’s not the way we are together,” he insisted. As for Lawrence, she said the secret to sticking by her work husband is “no sex”.
Probably a good rule of thumb.