I've never really 'cried' in the fullest sense of the word. However, i've gotten 'teary-eyed' at a number of scenes in the games, namely:

FFVII
- death of Aeris
- when Cait Sith sacrifices himself to get the Black Materia

FFX
- the very end of the story (when Yuna makes her speech)

FFXII
- Vossler realising the error of his way and accepting death
- Reddas' death