The Clockmaker's Wife
The Tenth Doctor and Donna Noble accidently land in 18'th century France, running into Reinette, "Madame de Pompadour", only a few weeks before the Doctor's younger self is supposed to show up at the ball and finally save her from the clockwork droids.
This Doctor tells her, after she pesters him awhile, what is going on and why he's returned, struggling as he remembers her death and how he was too late to take her with him.
"Doctor, is what you're so afraid of telling me that I'm about to die? Do you come too late? You can tell me; I won't be angry!"
"No," he finally said, not looking at her. "But everyone dies, Reinette. Maybe not here, or now, but sometime."
"And what about you?" she asked immediately. "Are you truly an angel of God, that you never age; although, this particular day, I believe you have; and always come to rescue me, or are you one of us, that you be so terribly alone and allow my heart to be so bound with yours and never push me away?"
"I am like you. But I'm from another world, as you know. There, the people live to be thousands of years old—or they did. I am the last of my people."
"You never age, yet you step through the doors of my life as though stepping between the houses of a village, barely taking minutes. If you have so much time to spend, what are a few years on the slow path to you?"
"Time to remember how alone I am," he replied with a grim smile. "I dread the thought of it like a death sentence."
"And you have seen many people actually die," she said softly, looking at the ground, "Including myself, if I am not mistaken."
She raised her eyes to his, and met with so much pain she could hardly remain looking.
"You do not deny it," she whispered, not trusting her voice.
"In only a few weeks the events will start again," he swallowed a huge lump in his throat and tried to think as rationally as he could. "If the king would do without you for that long, I—I would spend a lifetime walking through doors with you."
"But how can I?" she cried. "They will think I am dead!"
"Listen," he grabbed both her hands in his. "This is MY vessel. Not the one the tapestries and the fireplace open up into. It looks small, but it's full of wonders. And it never misses a mark. If you come with me now, we could travel among the stars for days and months, and walk back through the door again merely seconds after we left."
"You can—sail on a sea of time, bidding it do as you will," Reinette exclaimed. "No wonder you are called a Time Lord."