Pretty much whenever there's a part in a film or game or series when something great happens or something emotional happens to characters you have actually begun caring for. It doesn't have to be near the ending or anything, but it has to be something great. A decent example is the Lighting of the Beacons sequence of LOTR. When Theoden says 'And Rohan will answer.' and with the awesome music that plays, I'm always like 'Aww, Hell yeahh!' And just the epic-ness of the line, knowing that it will have a huge effect on the world and the characters, and that it's such a cool moment for men, because they have a chance of victory - that brings tears of mighty joy to my eyes as chills run down my spine. I know it's kinda stupid, but whatever.