The ends of Ace Attorney 1, 2, 3 & Investigations had me on a real emotional rollercoaster, as did the end of Ghost Trick. Say what you want about Shu Takumi's games, but he can really drive a narrative to that darkest point and then make you scream with joy at that last minute resolution.
The Stanley Parable really got to me. The way it played with narrative and game conventions...I'm not sure what I felt, but I sure as damn hell felt it.
And trite as it may seem, there are still two scenes in FFVII that get me. Have since I was a kid. And the end to Crisis Core...I knew how it was going to end, but that didn't stop me from chugging Mega-elixirs and fighting like I could still change things.
Oh, and uh, totally wasn't on top of the world when everyone survived the final mission of Mass Effect 2...
Oh, Persona 4? Yeah I really invested in the characters and the ending was a big mix of happiness and sadness yadda yadda yadda, but near the end of the game they kidnap this one character and...ugh. I saved them in one day, used up all my stored mega-powerful items just to get through and save that character because I couldn't leave them there.