Ex coming back into life

Has anyone ever had an ex completely break your heart? Like they broke up with you and seemed so freakin confident in their decision only to try to come back into your life again? How does that happen? I begged and begged to work it out and over and over he told me no that he just wanted to break up. So I had no choice to move on. Why do guys sometimes come back when they were the ones who decided to end the relationship?