Mother 3 made me cry at several different times. Whoo lord.
Final Fantasy X when
Tidus discovers what happens at the end of Yuna's pilgrimage
.
The ending of Final Fantasy XIII had me SOBBING and I'm not even sure why.
The beginning of The Last of Us.
From what I've played and can remember right now
The Walking Dead Season 1 and 2
Valiant Hearts
Professor Layton and the Unwound Future
Mother 3 (didn't play tho just watched a play through)
I can't remember if I cried or not but I remember being brutally slayed by the ending of Bioshock Infinite .