As far as Video Games go, the only one I have such a challenge playing through is [no joke]
King Kong: The Official Game of the Movie. That game makes me tear up when Ann screams and you have to save her... although, I cried when that happened in the movie too.
As far as TV shows go, not even Futurama has done it.
And movies... damn, Emotions run a little strong on this one:
Harry and the Hendersons: The first movie I've ever cried my eyes out to. I can't watch it anymore because I'll start crying from almost the beginning.
The Neverending Story: I seriously watched this movie three years ago, never saw it in my life before 17, and I CRIED. From the scene with Artax until about every other scene until the end.
The scenes with Gmork: Yes
The scene with the Sphinxs' Gaze: Yes
The final scenes with Fantasia: Hell yes.
The ending:
Wall-E: I don't know if it's the scene near the end or the song from
Hello Dolly! that does it for me, because I'll just cry when I hear the song anymore.