The scene in Forest Gump where Jenny throws the rocks at her childhood home.

All of all three Lord of the Rings movies. No, really. Watch it with me. I basically sob the entire time.

The part in Titanic, not when Jack dies (although that sometimes gets me too), but when Rose slides off the plank into the water and swims over to the guy and starts blowing his whistle. The music swells, the lifeboat's light shines on her face...

In What Dreams May Come when Robin Williams sees his daughter again for the first time. (Also, this whole movie.)