Let's see...
- Agro's "death" in SotC
- Evil ending with zeke in infamous 2
- MGS3 ending
- MGS4 ending, both the microwave walk and the final cutscenes (admittedly I read some spoilers before playing that, and I thought that everyone was gunned down during the microwave walk. I probably wouldn't have felt so sad if I knew everyone was going to be okay)
aaand from me3, mordin, thane, and legions death. And tali's from youtube videos. And some of the dialogue before the last mission.
Most of those made me cry, if not tear up a little. The actual me3 ending had me crying as well, but for completely different reasons.