Warning a bit of spoilers
MGS3: Such a sad ending, I had to fight it but I still shed a tear, the second he saluted and a tear came down his face...
MGS4: OMG what a emotional ride I went with the ending of MGS4. From fear to happyness to sadness to anger to happyness then confusion then sadness again...such a great ending to a great series, just perfect
Crisis Core: Zack in the end lying there almost dead then dies and Cloud let out that yell... never thought I'd like Zack but he's one of my favorite Final Fantasy characters now, OH ZACK! :(
Oh and I've never cried ever while watching a movie, Games > Movies.