Pokémon The First Movie (we all know that scene), FMA with Maes Huges' death, Yu Yu Hakusho with Genkai's death (although I feel it would've been more powerful if she stayed dead), and for some strange reason the ending to Fate/Stay Night.
Like any art, Anime is has just as much capacity to make me tear up. Anime has made my cry only two or three times in the years that I've watched it (I'm not quite heartless I suppose), and made my throat clench up more times than I care to admit.
The ending of Angel Beats made me weep like a little girl.
The sheer awesome of Gurren Lagann made me cry . . . ok, ok it was when Nia started flickering.
Most recently the ending of Hyouka made me get all choked up when the main character only fantasized about saying how he felt.
Cried; Code Geass, TTGL (Twice), Clannad. I held back tears at Clannad but that was only because I had friends watching with me, and I don't cry around them.
yeah I cry, I'm not made of stone. Angel Beat got me good, when I first started watching it I expect a comedy and for some reason droped it at ep3, a year later started again with it and it gave me a punch right in the feels with that end. to name few others Gurren Lagann, A Girl in Gaea, even Samurai Champloo made me shed manly tears xD
Because of the last episode of Cowboy Bebop, I can't listen to Yoko Kanno's "Blue" without tearing up a bit. That and Osamu Tezuka's Metropolis hit me right in the feels.
I have cried a total of three times in my life that I cane remember. During Clannad after story; Ef Tale of memories and melodies; and finally at the ending of Project x Zone.