My best friend was always doing school plays and most of the time the tears would come naturally if the story is THAT intense and you get a lot of feedback from the audience by how much emotion they show you. It's just a sad aura that comes across everyone in the entire room. But as far as movies go, the whole eye drop thing, or thinking of something from their past would work.

I think I'm the only one who answered this question seriously. xD Aside from a few I guess.