Preaching to myself: You can't save everyone, but that doesn't mean you shouldn't try. There will always those who choose to drown, who seek sorrow even as they say they're only seeking happiness. Yes, it's a tragedy, but it's the burden of free will. Some people will choose evil. You can do nothing for those people other than make sure that they know there is another way. You cannot choose for them, and no matter how much you love them, you can't save them unless they want to be saved.
Sometimes you have to walk away. Not without regrets. Not without the accumulated sorrows that come from any failure, but you still put one foot in front of another and walk away.
If you truly tried, then you have done your part. You have used your free will in the best possible way. That is all that is required of you. Sometimes people walk beside you toward the dawning light. Sometimes they don't. That doesn't change the light.
John 16:22 (KJV) "And ye now therefore have sorrow: but I will see you again, and your heart shall rejoice, and your joy no man taketh from you."