Shawshank redemption, and The green mile. I've seen them so many times, but still I cry.
One that hasn't been mentioned is Love Actually, when the girl with the brother in the home *almost* gets her hunky man, but it all falls apart because the brother continually calls her and she won't ignore his calls, it made me really sad. Each time I want her to just let the phone ring for a while, and have some fun. I think the actress was Laura Linney (sp?) - brilliant.
I never used to cry at films, they never really affected me. Until I went to see Schindler's List. From the moment the old man with one arm was killed, I sobbed and sobbed non stop, uncontrollably. And it was a long film. Devastating film.