Very, very true.
I've only been in this situation once, when a very dear friend (borderline girlfriend) was refusing to get help for a drug problem and abusive relationship. After I cut ties with her because I couldn't watch her destructive behavior which was adversely affecting my health as well, she finally moved back in with her parents in another state and got help. Last I heard she was finally on her own again and happy and healthy. I couldn't make her do it (as hard as I tried), she had to WANT to get out of that situation.
It sucks, but all you can do is support the people you love as much as you can. It sucks even more when you can't even do that anymore without hurting yourself too much.