Trying to remember a movie?

There was a movie that I had seen a few years ago but at the same time im not sure when it was released. the movie had a teenage girl ( i think she was in some circus?) and there was this soldier he was married and had 2 kids but he left his family for this teenage girl. They ran away from the circus and i know that people and the police came searching for them. At the end, the man and girl kill themselves. The theme was sorta like a victorian era i think. thanks