No videos, because I'm at school, but these songs always make me cry:
Wearing the Inside Out - Pink Floyd. Yeah, I know, it's post-Waters Floyd and therefore it has to suck, but it's still goddamn moving.
Comfortably Numb - Pink Floyd. Specifically the Delicate Sound of Thunder version, the outro guitar solo. I've listened to it so much that as soon as it starts, it triggers an automatic reaction in my to cry.
Forgiven - Within Temptation. I listened to it all day and night after I found out my friend had died, so I associate it with that memory.