The last two I can think of was Red Dead Redemption, but like others have stated, more mad/sad/outraged.
The most moving game I have played in a long time was Halo: Reach. Just leaves you sort of devastated at the end. Really well done and moving.
I just sat there and watched the full credits. It was like the ending of a really good book or movie, where you know something is different now. You see things differently.







