In my personal experience, you don't necessarily lose relationships (in quality or quantity). It seemed more like a "weed out the wheat from the chaff" process.
During my first startup, I lost friends. But many were weak links anyway (which is not to say I wasn't sad to lose them). I lost some close friends too, some of whom I'm still not friends with again. It sucks. But c'est la vie -- this is not exclusively an entrepreneur-only experience.
I also became much closer to my family, especially my parents. Fortunately, I've had great parents, and they continue to serve as wise advisors. So while I lost some friends, I also made some new friends who are now some of the strongest friends I've ever had, as we share many more things in common (i.e. my old relationships were friends because we went to school together, my new relationships are founded on mutual interest).
As for romantic relationships, my first startup officially killed my romantic relationship. But it was not 100% because of my startup, nor is it a story for the Internet. Still, my business was a large factor. You can only care for one love at a time, in my opinion.
I don't see any of these as failures, however. They are all growth experiences. I learn more about myself, my friends/family, my business, my interests, the world, and that's just the beginning. I will only judge these as failures when I tried to make something work and despite my truly 100% best efforts I was not able to reach the intended goal.
One last thought: maybe it is possible to "have it all," but maybe you just need to re-define "all." Personally, to "have it all" is not synonymous with having everything at the same time. To me, to "have it all" can be spread out over my entire lifetime -- I can run a successful business now, then later meet someone I want to spend the rest of my life with, or vice versa. Or any other combination. Finally, "have it all" is different for everybody, so don't let my words define your life. But I hope I've helped at least a bit.