I have a lot of them, but these are my faves:
Prince of Tides - Tom's breakdown in Lowenstein's arms after revealing the biggest secret of all, Callenwolde. I cry at that ... the acting was superb. Also love the dance at the end between Tom and Lowenstein.
You've Got Mail - The scene in the cafe where Kathleen tells off Joe Fox, insulting him ... the look of hurt on Joe's face when he decides to leave is heartbreaking. Then, at the very end, when Kathleen looks at Joe and, crying, says, "I wanted it to be you. I wanted it to be you so badly." *sigh*
V For Vendetta - V & Evey's dance, Evey kisses V on the lips of his mask :sigh:, and V dies in Evey's arms after finally confessing his love for her.
Anna & the King - Anna and the King dance at the end of the movie, both wishing that things could be different ... you can see they both want to kiss each other, but they hold back

.
Schindler's List - Oskar and Itzhak Stern's friendship throughout the movie was very touching, but I sobbed at the end when Oskar is so overwhelmed that he sobs in Stern's arms, wishing he had saved even more Jews than he already had.
Scent of a Woman - Colonel Slade defends Charlie and, at the end of the movie, puts his hands on Charlie's face to "see" him.
Quills - The Marquis's desperate scream of Madelaine's name when he hears that she's being hurt ... and his grief after her death. Geoffrey Rush was superb in that movie.
The Notebook - Noah & Ally's dance at the end to the song, "I'll Be Seeing You" just after she's remembered him ... they speak of their children, their love and Ally asks him to tell the kids she loves them ... then suddenly, she's gone again into the blankness of her dementia. Duke/Noah tries to cling to her, but she screams and they take her away.
Castaway - At the end, when Chuck apologizes to her and says, "I never should have gotten on that plane." They kiss, passionately, and she is sorely tempted to leave with him ... but he drives her back because he knows that she has a new life that began while he was stuck on the island.
The Guardian - Ben and Jake's final scene gets me every time. "I won't let go ... I won't let go!" "I know." Then Ben lets go and falls, to his death, to save Jake. Jake screams at the pilot to get him back in the water, but he is told no, that they can't lose two swimmers. The chilling echo of the words "Lost Swimmer" makes me cry.
The Man in the Iron Mask - D'Artagnan's death.