The end of Terminator 2 with Arnie going down into the lava with his thumb up and John Connor balling his eyes out...

Gamo will back me up on this one... the anime film 'Grave of the Fireflies' is one of the most emotional films I have ever seen, guaranteed to get you misty eyed too!

You can also throw the Korean movie 'Failan' into the list... the ending to that one was pretty gut wrenching.