Anything with a dog dying makes me cry. Like I am Legend or Marly and Me. I mean what the hell?! Marley and Me was supposed to be a comedy.
For a game I'd have to say the ending of Bioshock. It was really touching how he freed all of those girls and they treated him like a father. I couldn't stand it.
Edit: I forgot about the "execute order 66" bit. That was kinda bad. Plo Kloon was my favorite jedi too. There was also a movie I saw in 4th grade where a kid was teased so bad along with his friend, who moved away, that he ran off school grounds and got hit by a car. The two kids who constantly bullied him cried and everyone felt guilty for laughing at him. This is a true story.
Edit: I forgot the ending of HL 2: Ep. 2!? Damn. That was very sad. When the advisor bots sucked out Eli's brains killing him and leaving him dead in Alyx's arms. -sniff- I liked Eli.