I Am Sam

But I generally avoid sad movies at all costs.

Black Swan
The Boy in the Stripped pyjamas
Gran Torino
Melancholia
Titanic/The Congress because of that ambiguity at the end.

Titanic
Marley & Me
Selena
Forrest Gump
Up

I know for sure I'm forgetting loads but I'm not good at doing this off the top of my head

Dancer In The Dark I don't really watch sad movies so I can't make a full ranking.

Titanic
A Walk To Remember
The Fault In Our Stars
The Notebook
The One That Got Away music video

Edit: Wait I forgot about Hachiko, I cried for 3 days after watching that movie, maybe because I love dogs.

Titanic
Up
Frozen (the last part of Do You Want To Build A Snowman )
.......

I don't cry when I watch horror movies

I barely cried but there are few movies that can actually make me shade a tear

Hachiko
Hachiko
Glitter
Hachiko and
Hachiko

Edit: it's not a movie but 1 Litre of Tears kinda made me cry too

Lion King (at least the saddest moment I've seen in a movie)
Titanic

and I've cried on a lot of other movies but can't remember