"The Story of Us" - I cry everytime towards the end, at the bit where Bruce Willis says he saw himself through his wifes eyes, and the end speech where Michelle convinces Bruce to stay together.
"Titanic" (only the bit where she gets on the first lifeboat and jumps off, and also when a man says to his two kids 'its goodbye only for a little while') and "Stepmom" (the bit in the restaurant where they talk about what could happen on the daughters wedding day)
Not films, but I cry at the episode of Friends when Rachel finds out she's pregnant (the bit where Pheobe lies to her and says she isn't, and Rachel says 'how can you miss something you never had'), and I always always always cry at the second to last episode of Sex and The City, where Marinda tells Big to go get Carrie. I sobbed my heart out to that and my DH spent ages just patting my hand as I got so emotional (it was a week before our wedding!) and even now I cry at that episode.
I did Theatre Studies as an A Level and it involved seeing a number of plays over the two years. The last one we went to see was The Deep Blue Sea and I cried nearly all the way through it, it's bad enough crying but in front of my teachers and ten other students!!
I find that if something makes me cry the first time around, I often cant watch it again without crying.