After the first encounter with Sin and how all the soldiers were using "forbidden" Machina because they believed it would halt the terror. The soldiers of course died and Tidus feelings on the matter. "Wandering Flames" started playing and yeah....tears there.
I think this was also a little bit after Auron told Tidus that Sin was really his dad, but I'm unsure. I haven't played that game in years but I distinctively remember that part because it was really touching.
For how silly the whole thing was, the back-end of MGS4 made me pretty emotional. The whole arc with Meryl and Colonel, culminating in the wedding between Johnny and Meryl. The way it all ties into Snake's struggle of knowing nothing but being a soldier. The Old Snake portion of the MGS series in general is pretty sad in an "old man's last ride" kinda way. Especially considering how heavily they hint at suicide the whole game.
The walking dead, but it wasn't so much the ending as much as it was everything that happened over the course of the game. I played the game all the way through once all 5 episodes were out, so everything- Kenny's family, Ben, Kenny's "redemption" with Ben, Clem and her parents, Lee's death and talking Clem through it... Killed me. I got really into that story and there was a point when christa said something like "you're not a machine." And that's when I realized how robotic I was with all of my responses to everyone's activities and to an extent, my own life. I'm rambling now, but that story really resonated with me. Maybe I'll write a shitty blog about that some day