The charge of the Rohirrim on the Pelennor Plains in LOTR:TROTK. I cry, laugh and shiver everytime I watch it. It is majestic beyond better description.
I remember crying several times during Harry Potter and the Deathly Hallows. It felt like an era, an awesome era of fantasy had just... ended. So abruptly. It was (forgive the comparison)
the end of a time of magic. I felt that the more naive part of me fell away.
Toy Story 3. The sheer terror I felt during som of the riskier escape scenes, the nostalgic love when I was reminded of some small fact from the other two movies that had just slipped my mind for 12 years... When the movie ended, the entire theatre, everyone there, simply sat for a minute or two. No applause during the beginning of the credits, no quick leaving before anyone saw the popcorn-mess they'd left, nothing. Once the moment was over, I for the first time experienced talking to people I didn't know in a movie theatre, and we all agreed on the same thing: our childhoods could now, without any regret from us, end.
(Sorry about ranting a bit, had to get it off my chest.)