I feel nothing

Some good mentions here. I would add Ico along with the already mentioned Shadow of The Colossus. While the game had a happy ending, seeing Yorda as stone while beating up all of the shadows in anger was pretty cool, and rather sad to stand right next to her and have Ico call out to her.

I would also nominate guilt in Metal Gear Solid by pressing select in the torture part. I mean come on, because you can't press the button fast enough, you have to sacrafice Meryl's life. Well, at least getting stealth for the bad ending is a good reward to compensate.  

 Yea, FFX was good. . . Too bad they ruined it with FFX-2 :(

I dont know if it counts as a "cutscene," per se, but the scene in Planescape: Torment where The Nameless One interacts with a sensory stone and sees one of his past incarnations speaking with Deionarra always does it for me. That writing helps the scene come across better than any CGI cutscene ever could.

For literal cutscenes, though, the scene in Beyond Good and Evil after the children are abducted from the lighthouse always strikes me as particularly tear-jerking. Whoever did Jade's voice actor is incredibly talented.

And for pure awesome value, in the final Legacy of Kain game, finally seeing Moebius, the character who had been manipulating things from the shadows for the entire series, impaled first by Kain, and then by Raziel on the spiritual plane, nearly made me Dean-scream.  

 FF IX I would agree on. The Black Mage you are referring to I believe was on Disc 2, right after the fight against the Black Waltz and Viva watches as numerous "Black Mages" are blasted and cast off the airship. This is so far, the only Final Fantasy I could get my girlfriend to play through. She absolutely loved it and found it extremely emotional, specially when she thought the worst for Zidnane during the ending only to recieve her very much sought after happy ending.

To this day, still the only Final Fantasy game I have played where I yearned for a sequel. Too bad the sequel was not what I expected, although I got the ending I wanted, so all ended well for me anyways.

I know it's a film based on a game but the very ending of FF7: Advent Children, the 'Cloud Smiles' sequence brought a tear to my eye!

I honestly kept saying to myself throughout that until the credits began rolling: "This is fucking beautiful" and sniffling lol :D

I can't believe no one mentioned FFVI so far, how old are you people?
Cyan's family getting killed, Setzer, Locke general Leo!!
but specially Cyan... I really loved that dude, and his music...

Oh and Cid commits suicide, that whole was a tear fest

I'm not an explosives expert, but I'm preety suure that he would have had a face full of burning hot shrapnel to contend with there.
OT: I don't think I have ever been moved to emotion by a cut scene, they are just there as filler between the action, which itself induces both anger(dying) and happiness(not dying).

FF12's opening cutscenes brought some frustration, anger and laughter in that order.

Thing went on like a Half hour.

Aside from that... no... cutscenes usually take me out of the action and story unless they are done with the in game graphics.

The ending of Twilight Princess was the closest I ever came to a video game choking me up. Honestly, even that wasn't that close. I don't really cry during movies, games, anime, etc. I get touched, but I don't really cry. The anime ef: Tales of Memories came pretty close, as did Busou Renkin.