I think I cried a little in "Life of Pi" when the ship sank and all his family were drowned, even though I had read the book and knew it was going to happen.
More recently, I came close to tears at the ending of "Leave no Trace". Even watching the trailer just now, my eyes became a little moist:
The last movies that made me cry were Marley & Me, I Am Legend, Hachi, The Never-Ending Story and Dances With Wolves, so the common theme is animals dying.
Lassie Come Home made me cry. Near the end of the movie there was a scene were Timmy had giving up on his dog ever coming home so he stated to bury his dogs toys in the back yard it was way sad. Cheers!