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"Star-crossed" or "star-crossed lovers" is a reference to those who fight against (or cross) their fate, which is written in the stars. The phrase is first recorded by William Shakespeare in his play Romeo and Juliet.

ACT I PROLOGUE
Two households, both alike in dignity,
In fair Verona, where we lay our scene,
From ancient grudge break to new mutiny,
Where civil blood makes civil hands unclean.
From forth the fatal loins of these two foes
A pair of star-cross'd lovers take their life ^[1]

It also refers to destiny and the inevitability of the two characters' paths crossing each other. It also usually means unlucky, since Romeo and Juliet's affair ended tragically. During Shakespeare's time, there was a great belief in the Hierarchy of Being, promoted extensively by the church, and this would be considered part of the predestined societal positions that Romeo and Juliet were attempting to usurp with their lust.

In the context of their fate being "written in the stars", the cross also represents hardships. This is clearly represented in Shakespeare's A Midsummer Night's Dream; Hermia says to Lysander of their troubles:

ACT I SCENE I
If then lovers have been ever cross'd,
It stands as an edict in destiny:
Then let us teach out trial patience,
Because it is a customary cross,
As due to love as thoughts and dreams and sighs,
Wishes and tears, poor fancy's followers.

A clear representation of their troubles being something that was destined.

Other famous star-crossed lovers include Pyramus and Thisbe (usually regarded as the source for Romeo and Juliet), Clark Kent and Lana Lang, Catherine and Heathcliff from Wuthering Heights, Lancelot and Guinevere, Tristan and Isolde, and Hagbard and Signy. More modern examples are Anakin and Padmé in the Star Wars saga, Jack and Rose in Titanic, Ennis Del Mar and Jack Twist in Brokeback Mountain, and Tony and Maria in the musical West Side Story (a retelling of Romeo and Juliet).