Casshern - This is, without a doubt, the king of all sad movies. Watch it up to the end and... oh my God. The first time I saw it, I was just about to cry. The first tear made it to the edge of my eyelid, but I forced it back in. The only thing that kept me from bawling on the spot was the fear of losing face to my brothers. Not a single movie has ever made me cry in my entire life, until this masterpiece came along.
Kamen Rider 555: Paradise Lost(For those that actually know what this is) - The part where that huge Orphenoch kills Kaido and Kaido reaches out to Yuka.
Unleashed - [spoilers]The scene where Jet Li's mother is killed.[/spoilers]