The Shape of Desire and Still Life With Shapeshifter, both by Sharon Shinn.
I've liked Sharon Shinn's work ever since I came across her "Archangel" series. In these two books, she examines what life would be like if you were the person who loved a shapeshifter. What if the person you loved couldn't control his or her transformation into an animal shape? What if they were hurt or killed in their other shape? How would you ever know what happened to them? Haunting and moving.