In my entire life, no form of created media has ever made me cry, though a few have gotten quite close;
Hurt by Johnny Cash: http://www.youtube.com/watch?v=clq01TXQR0s
A brilliant song by an incredible man. You can feel such intense gravity as he nears his death and reflects on his wealth of experience.
By The Throat by Eyedea and Abilities: http://www.youtube.com/watch?v=JREjbvpQQfs
An amazing rapper-DJ combo and certainly one of my favorite artists of all time. This song in particular emanates incredible emotional pain; It's particularly impressive that the two men could create such uniquely painful material that fit together so well.
Dance With The Devil by Immortal Technique: http://www.youtube.com/watch?v=qggxTtnKTMo
A truly horrifying story with a powerful message, I simply can't imagine how tortuously earth-shattering that situation would be.