In any setting or universe you can imagine, Nicky telling Joe he doesn't love him (super big lie) in order to push Joe into leaving and saving him from something.
Joe ends up learning the truth (that is that Nicky is a self-sacrificing idiot in love).

(It was inspired by Moulin Rouge BUT I am not looking for a Moulin Rouge AU. I'm pretty sure one was prompted in a previous post though, if this makes you want to create one!)