Mass Effect, when Shepard literally rises from the ashes. Tears of joy. Everybody thought that he was dead, I actually expected Ashley to burst into tears any second.
I actually clapped during the credits.
Max Payne 2, the good ending. Again tears of joy. Finally Max got something good in his life.
"We are willing to suffer. To die about the things we care about. For love. For the right choices. Because of her, I had solved the case. My case. All of it, who I am. Is it worth it? Saying that it never is would be a lie. Sometimes you get lucky. Sometimes, something good comes out of it, something you know you wouldn't deserve in a million years. Something that gives you a reason to go on."
The ending of Mafia always gets me too. Well, at least Tommy was old when they whacked him.