Never. I'd like to think I have, but I can't remember one instance where I game has actually done that.
It's weird, because I've had movies and the such drop a tear or two, but never a game, and I'm more into games than movies.
I think it's probably because in movies when something bad happens, there's nothing I can do about it, but in games, I get pissed instead and take on that "Oh, it's time to get even" mindset.
Like in death scenes (for which I will not name characters) in GTA4, Half-life ep 2, and COD4 to name some, I'd be eager to pick up a gun and get some payback, because I could.