Oh that was early in the game.

I never cry from video games and very rarely during movies. I have however cried if a character I like on a TV show dies because I get attached to that character and so its sad to see them die. Sometimes I get depressed for a long time if that character was on the show for many seasons.

FFVII, Aerith's death.

The Lost Odyssey. Some of those mini story's are very depressing

Grandia II on the DC def had its moments for me

Lost Odyssey and Pokemon Mystery Dungeon are the only games I can recall right now.
And by "cried" I mean tears went down my face, not balling my eyes out.

Final Fantasy 7 Crisis Core got me to drop a tear for Zack, his death was just too sad.

As well as the ending to Kingdom Hearts 1 where Sora and Kairi say they're meet each other again and the then the music comes in. Oh god I was nearly in tears when that happened.

But the most of ever teared up from a video game was Kingdom Hearts 358 1/2 days. After you defeat Xion and she starts to turn into crystal and fade away, while Roxas trys to remember her. But it got ruined, as least for me, when he said "But who else will I have ice cream with?", I know it actually meant a lot more than that but it sounded so stupid I couldn't take it seriously anymore. 

There is nothing terribly emotional in Last of Us.

Thinking back, I can't remember a single game that has brought me to tears. Though I did probably cry out of frustration trying to beat President's Run on Driver.

Metal gear solid 4/3

You sir, have no soul.