For Kingdom Hearts' ending, I really felt like I was going to cry, though I didn't actually. It depressed me a lot.
The first fictional thing that actually made me shed tears (aside from the movie Air Bud) was FF X's ending...I SOBBED. Since then, I've cried for pretty much anything that's supposed to be sad, if the music's just right.
SIDE NOTE: Seriously, is anyone else aware of the amazing-ness of the Ozmone Plains piece in FF XII? I haven't listened to VG music in a while, but this one has totally swallowed me up.