Marley & Me - I cried buckets. I didn't even try to hold it back. It all started with that scene where Wilson starts off with that weird explanation to the vet, "I bet that figure (survival rate) applies to regular dogs."
Million Dollar Baby - The evolution of Eastwood and Swank's characters relationship through the course of the movie,
Morgan Freeman, and the ending...excellent picture.
Up - A lot has been said about the first few minutes of the movie. Equally moving is that scene towards the third act where Carl starts leafing through Elie's
Stuff I'm Going to Do scrapbook.
Titanic - People love making jokes about it but fact is, Kate Winslet completely owned that movie. Call me a hopeless/idiot romantic but that movie told the story of a woman who fondly remembered this guy she met 85 years ago, knew for probably about 72 hours, yet he completely changed the course of her life. 85 years later, she still loves him and his memory - and I believed it. And so did millions of people.
Plus, the scene where Jack tells her she's going to die an old woman, warm in her bed after living a full life - and then you see the final scene with all the pictures of her having done exactly that, resting in her bed, and then passing on from this life to one where she reunites with Jack (with all the dead people cheering on) - it was beautifully done.
But the saddest movie to me is probably 21 Grams. Not necessarily the type that makes you cry but one heck of a downer.
Edit: And I agree with Saving Private Ryan (gets me every time) and Schindler's List, but those kinda go without saying.