First of all, I'd have to agree with Geoffrey Taucer:
While I'm not sure if I cried at these scenes or not, they definitely struck a chord with me and I may have cried, but I don't remember; it's been a long time since I've played these. Also, some of the scenes listed may not be sad, but they were so emotionally charged that getting teary-eyed was just a natural response, I think. I get teary-eyed in response to awesomeness more than I do to sadness.In no particular order... THERE ARE ***SPOILERS*** HERE.
1) Xenosaga - At the very end, when it appears KOS-MOS is going outside to sacrifice herself to shield the Elsa from burning up in the atmosphere, and Shion is quite distraught, then KOS-MOSs show her true self and sprouts those wings...yeah, that whole scene gets to me every time.
(starts at 5:01)2) Final Fantasy VIII - The conversation between Squall and Rinoa on the Ragnarok. There are very personal reasons for that one.
3) Final Fantasy IV - The entire ending, from encountering Zemus, Zeromus, up through the very end.
4) Xenogears - When Fei's personalities all come together. I don't know why, but that whole event is very satisfying, and elicits a big response from me. EDIT: Coming back to this, I think it's because Fei is finally taking responsibility for what he did, even when he was a child, and even though he did not mean to do what he did. (I'm not going to say what that was, as it's a pretty big spoiler). He owned up to his mistake, and now he is a whole, complete person -- faults and all. This is something I constantly struggle with: the desire to be right instead of the desire to be truthful.