Full-on cry? No. Get a big lump in my throat? Oh yeah.
Spoilers. Now you've been warned.
In Drakengard, the two main characters of Angelus and Caim started as basically enemies that became bonded in life so that neither would die at a moment when they'd been bested. But, they grew close by the end of the game, and that's where their paths parted in a tragic fashion. In the second game, Angelus, driven mad after allowing herself to be the seal at the end of the first game, had to be stopped when she was freed. The video above is the end result, with her and Caim's final moment together. That damn near got me.