Final Fantasy 4(2 in the US)
Final Fantasy 6(3 in the US), Celes' suicide scene. Cyan's entire storyline. Terra's story and Leo's story almost had me as well.
Terranigma (not cry cry, just tear?)
Chrono Trigger+Cross (same as above)
Resident Evil series, Fatal Frame series, Clock Tower series, Silent Hill series, F.E.A.R (cry as in jump out of my chair screaming).
Seiken Densetsu series (aka Secret of Mana).
Breath of Fire series.
That game where you played as the hero to slay all the evil overlords, only to be revealed that you are the reincarnation of an evil overlord, losing control yourself to the past incarnation and slay all your party members, so you reset the world anew without yourself with cut scenes of your party that never got to meet each other cause you no long exist.
A strategy game where you are rushing back to save your kingdom as a prince after going abroad, get aided by a mysterious general all the way to the end only to accidentally kill your family. Then the ending was you using the family heirloom to go back in time to become the mysterious general to aid your past self.
Shadow of Colossus (I don't remember why)
Dance Dance Revolution (cause I accident stub my toes into the sofa, far too many times after stepping off the dance mat).
Romancing Saga (I think it was?)
The Walking Dead Season 1 ending with the handcuff.
First time playing Fat Princess (crying from laughter)
A long slew of RPGs that I can no longer remember.