It could be a sad cry, or a SQUEE! cry.
Joan of Arcadia, when Helen reads Adam his mother’s suicide note. Hell, the episode that didn’t make me cry was a rarity.
Although handled badly, the murder of CJ’s bodyguard during the armed robbery in West Wing. Especially the montage of CJ stumbling down the street in her evening gown while Hallelujah by Leonard Cohen plays.
I’m sure I’ll think of more, but I’ll need you guys to kickstart my recollections. 
BtVS - The Body
Angel - A Hole In The World
The last episode of Quantum Leap.
MAS*H - Goodbye, Farewell, and Amen without a doubt.
I’ve heard tell of a really sad Futurama episode or two…but it breaks my heart too much to mention them.
The Newsradio where they dealt with Phil Heartman’s death was pretty sad. Matthew wouldn’t believe he was gone.
Same with Sesame Street and Mr. Hooper’s death, really. Oh great - it’s on YouTube. Time to get out my tissues.
There was a later Mad About You episode (before baby) where Paul and Jamie are going through some troubles, and they had maybe separated, then met at a party, and then were sitting on a bench or something outside talking.
The dialogue and acting in that episode was so good, I didn’t feel like I was watching a television show; I felt like I was eavesdropping on real people in torment.
Two episodes of Angel. A Hole in the World and Not Fade Away (I still cry when I watch that episode). I also start crying when Spike does in The Gift. And the series finale of Six Feet Under. I was a complete and utter wreck.
When I was little I cried at an episode of Lassie. The dog had got lost, Timmy didn’t think she was coming back, and started to bury Lassie’s toys. Mom still talks about how I bawled, and it’s been 45 years.
West Wing, In Excelcius Deo and Two Cathedrals . I cn’t remember the name of the episode, but the one where Jed gives Leo the napkin with “Bartlet for America” written on it for Xmas.
Last episode of Six Feet Under .
Last episode of St. Elsewhere .
There was a made-for-TV version of United 93 that was released before the movie, and it was very well done and I bawled through the whole thing. I still haven’t seen the theater version of it.
The episode of Dead Like Me when Rube went to say goodbye to his daughter. The line “Hi, Papa.” had me bawling like a baby.
I used to be REALLY sensitive. Plus we didn’t have a TV. Once I cried during an episode of Simon & Simon. I think they were interrogating a kid and he cried or something.
Gawd, I am so glad to discover that I am not the only one who cried watching the final episode of Six Feet Under.
Boston Legal–the flashback episode. Denny and his dad (brilliant use of old Shatner footage) with Billy Joel’s “And So it Goes” playing at the end. Yeow. I’m fogging up just thinking about it.
Buffy the Vampire Slayer, season 2 finale; Becoming part II.
The West Wing: In Excelsis Deo.
Not quite what you’re asking but Schindler’s List made me too distressed to keep watching.
Yep. Like a f&ckin’ baby.
The Gilmore Girls series finale, as well as the one where Lorelai and Luke get back together the first time, and the one where Rory loses her virginity. Probably like ten other episodes too.
The episode of The Simpsons where Bart and Lisa play hockey, and face off at the end, and they both remember all the nice things they’ve done for each other and so refuse to battle. I have a friend who cries any time The Simpsons has a poignant ending like that. Who says straight guys aren’t sensitive?
As others have said BTVS “The Body.” It’s probably the most real portayal of grief ever to be seen in a horror-comedy show.
John Doe “Ashes to Ashes”
It’s not too often that the hero doesn’t reach his faithful sidekick or “the girl” in time…
X-Files “Jump The Shark”
The promos were misleading - they said one of the people shown would die. Not all three gunmen in one fell swoop.
Joan of Arcadia “Jump”
Sometimes sick little boys do die.
24 - when Jack cried at the very end of season 3 and when Edgar got killed by the nerve gas in season 5.
Lost - when Rose and Bernard finally got back together, and Charlie’s death.
Heroes - The last minutes of the Petrelli brothers, season 1 (I haven’t caught up on season 2 yet don’t spoil me la la la la la sticks fingers in ears).
*Supernatural *- Sam’s death scene, and the look on Dean’s face when he sees Sam in the motel room.
*Futurama *- Jurassic Bark, for obvious reasons.
ER - Mark Greene dies, and when Carol goes to Doug Ross (big time tears for this show!)
Intervention - I often cry during the intervention, particularly when Dad starts weeping