Metal Gear Solid 4 had a fair amount of emotional moments to it, and FF7 definitely had a painful memory (No pun intended) when Aerith dies.

Katamari Damacy, all games. Not a bad feeling, but it's weird...playing those games make me happy. Just by playing them. Not that other games don't make me happy, but usually there's some sort of reason behind it. I'm happy playing Katamri just because I'm playing Katamari.

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Made by friend Nisha. Thanks Nisha!

Gears of War when Carmine died... but at least there's a game out there that has a black guy that doesn't die

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Which Final Fantasy Character Are You?
Final Fantasy 7

Resident Evil 2, when Ada dies ( even though she really doesn't. ) I really liked the bitch in the red dress.

And Silent Hill 2, when Maria dies for like the millionth time. Very emotional cutscene.

Possible spoilers ahead?

1) Wind Waker when the King Daphnes Nohansen Hyrule dies.
2) Twilight Princess when you think Midna dies.
3) Half Life 2 Episode 2 when Eli dies.

I haven't come across any really emotional scenes... although I did cry in .hack//G.U. Vol. 2//Reminisce with the whole Alkaid and Haseo scene. (I'm not gonna spoil it.) Actually... I watched that scene in Japanese and didn't understand a thing yet I cried because I knew what was happening. XD; They're my favorite characters so.. yeah;;;;

A lot!! If u're an RPG lover, you'll see that a lot of times...
some of them are:
the ending of FF IX
when the son of Tellah died in FF IV
the ending of hoshigami

most RPGs have a very touching scenes

Kingdom Hearts CoM, when Sora forgets Namine

Yeah, all RPG's have really sad moments. I remember how said I was when Axel died in KH2.

Yeah, Alex dying was really sad. (sniff, sniff) I miss Axel.