Movies:
Fearless: Holy fuckmothering shit was this one sad. Very underrated movie!
Spirited away: It ended. Also the niggling doubt that it (spoilers) probably just took place in the little girls head.
Toy story 3: I don't think I have to say anything about this one.
Glory: Really sad movie, nothing more to be said.
Forrest Gump: Duh, everyone wept at the end of this one(at least I hope so)
Blade Runner: The "Tears in the rain" scene is very close to the ending, so yeah, it counts.
Schindler's list: Don't want to spoil, but pretty fucking sad to say the least.
The green mile: *Sniff*
American beauty: Yup, this one too, manly tears.
Moon: Just so fucking beautiful, couldn't help it.
Yeah, I'm a pretty emotional guy.
Lord of the rings: The end of the trilogy, cried the last 5 minutes.
Magnolia: Almost everything in this movie is fucking depressing.
Edward scissorhands: Poor Edward

One flew over the cuckoo's nest: Beautiful movie, adored the ending. It's sad, but also triumphant. So it was a mixture of sad and happy tears.
Yup, cried at the end of all of these. Now if the list was "which movies made you cry?" and it wouldn't constrained itself to just endings, then this list would be much longer. But for now, these are my picks.