Has this ever happened to you? There's been a few times where I cried (well, personally for me I get teary but don't audibly cry), some examples:

Final Fantasy X

Metal Gear Solid 2

Silent Hill 2

Heavy Rain

Persona 3/4

 The reason for these are a mix of story, music and nostalgia: the story itself can get me teary, but the music that plays and the nostalgia/memories I feel while playing it/completing it (during the credits I usually reminisce about the game).

Undertale... almost at least.

Skyward Sword- Fi's farewell

Hmm....the ending of Xenoblade Chronicles made me tear up a little. It's so genuine, and it really captures the human spirit and emotion without all the graphical fidelity. That game.....man.

To the Moon
Skyward Sword
Ocarina of Time
Super Paper Mario

I think that's it for me.

Edit: I did also tear up a bit when finishing Earthbound, so it kinda counts too =P

Final Fantasy X
To the Moon
Pokemon Mystery Dungeon: Explorers of Time

The Last of Us

After 15 minutes, I said outloud "What the heck are you doing to me, Naughty Dog!"

And I got tears a few more times after that through the course of the game.

None, but Skyward Sword, Fire Emblem: Radiant Dawn, and Steins;Gate were what have gotten me closest.

Only once has a game made me cry, at the end of The Walking Dead season 1, Cried like a little bitch :(

As a father, I couldn't get past the prologue. The desperation of that last scene... Good god, Naughty Dog.