I get choked up with tears at the end of a lot of games, some because I was young, others because the music was just *that* heartwrenching.
On the youth front, the end of Majora's Mask where Link and the Skull Kid become friends made me tear up and at the time I had difficulty having friends acknowledge me at school.
On the cusp, Skies of Arcadia's ending was also a tear-jerker because of that beautiful piece they used for the end credits. Even hearing the song along dries my throat a little bit and fills me with nostalgia.
When I first beat Persona 4 I bawled not because the ending was sad, but I was finally at the end of the game and having the real credits roll and everything about it just made me feel so elated that I had to shed a couple tears. That, and I was in a dark room and my screen turned to an eye-bleeding orange.
Baten Kaitos didn't really have any moments to get worked up about, but in the sequel/prequel Baten Kaitos Origins, there's a couple moments that also had me in tears, purely for the drama rather than the relief of finishing a game off and being treated with happy, smarmy end credits.
You can go ahead and call me a crybaby for getting all emotional when I finish a game, but considering all the long (and sometimes frustratingly difficult) RPGs I get myself involved with, seeing the end just feels so good. However, I don't think I've ever had a game that made me tear up quite as much as say, Up. On the other hand, I don't recall crying over events in a book.