is there the same expression in Japanese for good russian idiom 'Сердце кровью
обливается'? ｢心は出血している｣?

'My heart is bleeding' is not very accurate, not really verbatim.

This idiom in Russian describes not such feeling like sadness of brokenhearted
one, but deep empathy in sorrow.
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idioms classical-japanese
心は出血している - what exactly the Japanese idiom for it?
What about `身につまされる`? Here are some examples I found of it.

>   * 友人の死を聞いて身につまされた → ［痛切に感じた] The news of my friend's death **_came home
> to_** me. ［ひどく気の毒に思った] I **_felt deeply sorry [felt deep sympathy] for_** my
> friend's death.
>   * その娘の苦労が身につまされる → The girl's sufferings **_touch_** me deeply.
>   * 彼の話には身につまされて皆泣いた → We all shed tears of sympathy at his story.
>
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How about 失恋 【しつれん】?

There are a number of examples on space alc -

http://eow.alc.co.jp/search?q=失恋&ref=sa
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