Clannad (up to 4 times, even after the 3. time watching)
Kanon(cant remember which episodes)
Toradora(the christmas episode when taiga was all alone again :( )
Angelbeats( the last episode)
Infinite Stratos, Boku WA Tomodachi Ga Sukunai, and Sword Art Online all made me cry at how incredibly shitty the writing was, as if SAO was Twilight's long last japanese brother....But in all seriousness, Metal Gear Solid 2: Emma's death scene was pretty tough to watch, especially when Otacon was too dumb to call her Emma instead of E.E.
Clannad and AnoHana
Oh god they got me bad. Clannad game was so hard with bad end
after ep 5 of AnoHana i had to keep stoppin mid ep to calm down! (cried so many man tears) :')
Grave of the Fireflies cracked me down like a lil bitch. Seriously I think that was the only time I have ever actually cried due to anything fiction related.
Clannad after story was close, but missed by a bit. Other than those two, none got close. On a related note, the visual novel G Senjou no Maou got really close during the epilogue to the true end route. Seriously if you haven't played that, you're making a big mistake. It was just so depressing.
Grave of the Fireflies was an anime film that almost made me cry. The anime film was so depressing that by the end of the movie I almost shed some tears, but I held back. A very emotional anime.
Cowboy Bebop's two part episodes, Angel Beats on more than a few occasions, Clannad (especially the dango song/ending theme), Hughes's funeral, Hoenheim's death in Brotherhood. Just water works everywhere.