I read this years ago. Maybe here, or maybe on asstr.
A man is spending time at a cabin up in the mountains (woods? Away from civilization, anyway.) One evening while sitting in front of the fireplace, he sees what appears to be a large moth making a kamikaze dive toward the flames. He knocks it aside, only to discover that it is a fairy. She turns out to be despondent over her large size and rejection by fairy society, so she had decided to end her life.
I'd like to read it again, if someone could point me at the story.