I don't enter relationships that I can tell are one sided like this, and when I do, I'll leave them immediately.
Yes this happens all the time, but for me its pre-relationship, I like a girl a lot, she doesn't return my same feelings or at the very least is on the fence. I walk away from these situations. Some girls have been tough to play hard to get and think I'll keep hacking away until she gives in and decides to date me. Sorry, but I have better things to do with my time than chase a girl who doesn't really want to be with me, in hopes that I can change her mind, which is very unlikely and as other have said, will likely be a one sided and unhealthy relationship to begin with.
Happened to me once I met a girl I hadn't spoken to in years and then we started to catch up a number of times then I told her I wanted something more. Turned out that she had feelings for me as well but as it turned out she was with one of my friends but that was that, we are still friends so I'm happy with that, I'd rather be a good friend then nothing altogether.
I've been in situations where the girl likes me, but I don't like them back; and I've been in situations where the girl doesn't like me back. It happens to everyone. You can't force someone to like you. That's just life.
Yep I liked this girl and thought we could be something more. She even insisted on us being more than friends. Texted me like everyday and all day, then one day she told me that she was going to her friend's party. I didn't care much since I trusted her. She then randomly messages me while she's at the party and said she was drunk and kissed some guy. I knew that was just bs and an excuse so I just moved on.