The ones that come to mind are the endings to MGS 3 & 4, FFVII where Red XIII discovers the truth about his father and the ending of Half-Life 2 Ep 2, although that was mixed with a lot of shock.

I swear, no end-game Zelda boss (save Ocarina of Time, I guess) approaches the sheer gravitas of the final showdown in Wind Waker. Everything about it--the ocean collapsing over your head, the King's role, Ganandorf's build-up talking about his "coveted wind"--is just pure spine-chill-inducing goodness.

Hmmm, as far as emotionally heavy-hitting endings go, have to say that Megaman Zero 4 was a pretty good one. Yeah, the storytelling is hamfisted and self-contradictory and confusing as hell, and sure, Zero really isn't a very developed character...

But shit, man. Shit. 

A few of Phoenix's moments in the last case in Apollo Justice came pretty close to choking me up. 

And, huh. Definitely quite a few others, but my extended gaming (and VGChartz) hiatus seems to have buried them way in the back of my mind. 

I'm a big fan of Redemption (or the redemptive power of love, etc) as a theme when it's done subtly and masterfully enough, so any games where that plays a role--and I'm talking does it well, shitty redemption stories are a dime-a-dozen--usually hit me pretty hard. 

Unrelated I guess, but if you're looking for emotionally impactful, beautifully realized, brilliantly written books--Long Price Quartet by Daniel Abraham. Probably the best completed series I've read in 7 or 8 years. So for you readers, gotta plug it: go get it, it's masterful. 

Sure thing.

SPOILER!!

It's the point where Elena almost dies.

I don't won't put spoilers in  cause I'm lazy especially if no one cares. If you want me to describe I'll do the code to hide the spoilers but... I'll list the non FF ones first
Most of these are tears of joy, from completing an emotional journey? :D :D

Zelda: Ocarina of Time: Ending
Metal Gear Solid 1 Ending.
Dreamfall, Ending
Xenogears: The Ending
Silent Hill 2: I forgot why O_o need to play this again
Half Life Episode 2: The ending!
TWEWY Basically the ending to each character.

Now for Final Fantasy,
FFV uhh the middle section when something happens :D(Don't know why, but it did!)
FFVII Crisis Core, The Ending
FFVIII the ending
FFIX the ending
FFX Basically the whole game the second time I played it plus the ending
FFX-2 (This is weird, but every scene where yuna was serious and any of the combination of endings)
FFXII the ending

The most choked up was Final Fantasy X, Crisis Core, and Metal Gear Solid 1.

The whole "what can change the nature of a man" theme from planescape: torment was the closest thing in video games to make me sad

Moments that made me Choke (not in a particular order):

1) MGS: Sniper Wolf Scene

2) FF VII: Aerith Death Scene

Call me whatever but I was 6 when I played both games. At that time I understood the story or FF VII but MGS was slighty difficult to fully understand in one playthough so I played it again a few times before I got to play it again a few years later when I truly understood everything. I played MGS about 5 times and I choked everytime I watch that scene.

With regards to FF VII, I hated Sephiroth for what he did. 1000x Hate. Then we fast forward into the 2000's when Sephiroth looks all badass and fuckin awesome, that's when I liked him as a character. But still can't forgive for what he did... I played FF VII twice and I cried on both occassions.

3) Kingdom Hearts: Sora Heartless Scene

Omg the most emotional scene for me ever in my gaming history.

When Sora uses Riku's keyblade to free the 7 Princesses' Hearts including Kairi's. Kairi wakes up and Sora is slowly fading away. Everything becomes slomo as Donald and Kairi rush towards Sora but vanishes at the last second... My god I cried a lot then.

4) MGS 3 Snake Eater: Ending

Words are not enough to describe the ending of MGS3. Truly the best ending ever for a Video Game. It was amazing and I cried.

Games that brought a tear in my eye:

1) MGS 4 Guns of the Patriots Ending

If I played this game earlier like back in 2005 I would've cried a lot. Best Fitting Ending of Any Series Ever. That ending meant much to mean. You know, having started to play MGS Games back in 1998 and spanning for a decade, the MGS Main Story came to an end on 2008 and the Legendary Solid Snake completed his final mission.

2) Red Dead Redemption Last Missions

Because this is very recent I won't go into details but damn watching it happen really brought a tear in my eye. It shouldn't have been that way...

3) Heavy Rain Several Moments:

One Particular Scene I'd like to mention.

When Ethan is at the Police Station reporting to Blake about the suddent disappearance of Shaun at the Park. After that, Ethan goes over to his wife and how his wife is so worried and suddenly says to Ethan "Wasn't Losing Jason enough?" ... That seriously hit me hard... Just thinking about and putting myself in Ethan's shoes... Damn it was really emotional.

There are a lot of other games that evoked my emotions but can't list them all and can't remember them all right now but these are the scenes I'll be remembering for a long time.

hm doesn't help that much but I think I can vaguely remember...
Though there are still some big holes in my memories.

This news makes me want to tear up with happiness :P

http://gamepolitics.com/2010/10/05/edge-games-loses-mirror039s-edge-lawsuit-against-ea

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The end of Episode 2 was pretty emotional, but I kind of figured it was heading up to that with one of the things Alyx says earlier on.

Talking about Ocarina of Time, here.

This didn't used ot get me when I was younger, but as I got older Navi flying away really started to get to me. I guess it was just the fact of her leaving, but that's not really it either. I connected to her more as I grew up - I still get chills in the fight with Ganon when she says "He won't hold me back again! This time, we fight together!" - but the moment that makes me choke up is as she's rising and the piano music rises with her, that nice fluttering bit that makes it sound like the whole world is flying away. The story begins and ends with Navi flying, which makes it into a very effective bookend as scenes go, and I would like to blame that for why it tugs at my heartstrings, but if I'm honest with myself I got attached to that chatty fairy and it makes me sad when she goes away.

Of course, I could just be a big weeping crybaby when it comes to music.