This is the one I immediately thought of when I read the thread title. “It is a far, far better thing I do, than I have ever done before…” 
The end of Return of the King gets me, where Sam goes, “Well, I’m back.”
Also, well-written kids’ books always ruin me:
Sarah, Plain and Tall
Maniac Magee
Bridge to Terabithia
Many, many books have made me cry. Far too many to list them all. The most recent, which had me sobbing (more than once) was The Kite Runner.
Larry McMurtry’s Lonesome Dove, because it’s just so exhausting
A Tree Grows in Brooklyn, when she sees the neighbor girl reading
Auntie Mame, when little Michael is following her away
To Kill A Mockingbird did it for me in several spots the first time I read it. I still cry when I watch the movie.
More recently, Mitch Albom apparently has my buttons under control; I cried while reading Tuesdays With Morrie and The Five People You Meet In Heaven.
Nonfiction:
Night. by Elie Wiesel.
After the forced march in January barefoot in a German winter, where all the concentration camp members are either dying by freezing to death or being shot for trying to escape. Elie and his father (and a bunch others) are releived to be arriving frozen and starving at their destination: Buchenwald.
I was devastated.
Nonfiction:
Harry Potter 5 and 7. It’s the scene in the Goblet of fire, in the grave yard dueling with Voldemort. First time I read it, I cried quite hard.
Nonfiction? Do you know something I don’t?
George R.R. Martin’s great vampires-along-the-Mississippi novel, Fevre Dream. The last chapter, about Abner’s grave. A perfect ending to a perfect book.
Actually just thought of another one.
Not sad though. In HP and the Half-Blood Prince when Bill is injured in bed and Fleur is by his side [spoiler] The reaction to Mrs Weasley thinking that becuase Bill is disfigured that the beautiful Fleur will have no interest any more:
“It would take more zan a werewolf to stop Bill loving me!”
“You thought I would not weesh to marry him? Or per’aps, you hoped?
What do I care how he looks? I am good-looking enough for both of us,
I theenk! All these scars show is zat my husband is brave!”
Suddenly Mrs Weasley realises that Fleur is 100% the girl for her boy.[/spoiler] That section got me.
I don’t think I’ve seen mention of one that rips me every time I even think about it: The Velveteen Rabbit
A Prayer for Owen Meany had me bawling like a whipped child, as did The World According to Garp.
The book about the people waking up from the long term sleeping sickness comas, was it called Awakenings like the movie was? Anyway, that book made me cry.
Most of mine (that I can remember) have been mentioned, but anyway:
Watership Down, A Tree Grows in Brooklyn, Flowers for Algernon, Lord of the Rings [when Frodo leaves], and The Dollmaker.
Most of mine’ve been mentioned, too, but (I know, I know) the two most recent Discworld books with Vimes – Night Watch and Thud!
Night Watch:
[spoiler]Not just the entire book – considering the graves at the start, you know this isn’t going to go well. It’s not just walking with Vimes as he tries to make a difference and at the same time knows in the back of his mind that little he does here matters in the great scheme. Not just that he’s preserving his own innocence 30 years ago, knowing how hard he’s going to lose it in the next 30 years.
But in the alley behind the sewing supply shop with the lilacs blooming… all of a sudden, when I first read that passage, it was the same feeling of being in a car going too fast and seeing the brick wall in front of you, knowing no matter how you turn the wheel or how hard you slam on the brakes, that brick wall is all your future holds. Just realizing he’d been going through the whole thing KNOWING what was going to happen, struggling as much as he could against it, even changing the past, only to have the thing he dreaded slide into view like an iceberg…[/spoiler]
Thud!:
[spoiler]First: The attack on the manor when that little shadow goes into Young Sam’s bedroom.
Second: Sybil waiting for Vimes at six, with rock-hard certainty he’ll be there. “He will walk through walls!”
Third, and possibly most: The words from the cube. This really shook me, especially with the thread running through it starting back in Reaper Man and through Feet of Clay and Hogfather and, oh, a lot. The “All Things Strive” started the floodgates. They got forced further open with:
‘And yet we say this. Here in this cave at the end of the world peace is made between dwarf and troll and we will march beyond the hand of Death together. For the enemy is not Troll, nor is it Dwarf, but it is the baleful, the malign, the cowardly, the vessels of hatred, those who do a bad thing and call it good. Those we fought today, but the wilful fool is eternal and will say-’
‘This is just a trick!’ Ardent shouted.
‘-say this is a trick,’ Bashfullsson continued, ‘and so we implore: come to the caves under this valley, where you will find us sharing the peace that cannot be braken.’[/spoiler]
Animal Farm
“Boxer has fallen and he can’t get up!”
Ooh, I’ll have to look for that book.
I’m a little ashamed to say I cried at the final Sansa chapter in George R.R. Martin’s A Game of Thrones, when it ends with, “She was a good girl, and always remembered her courtesies.” My heart broke for her right then.
As a child I sobbed like a baby at Sounder, possibly the only sad dog book where they kill the dog twice.
As a teenager I got extremely broken up by Magic’s Pawn, and I’m not ashamed to admit it.
In college I cried over the last volume of Sandman.
The sad thing is, I can’t remember the last time I cried over a book. I got pretty broken up about Don’t Lets Go to the Dogs Tonight, but I don’t think I actually cried. Ditto A Canticle for Leibowitz and The Painted Veil.
Obliviavate!
*insert Pet Sematary reference/joke here * 
He should’ve had LifeCall!
The end of the graphic novel series Transmetropolitan did it to me pretty good.
“One percent! HAH!”
Just recently, in fact. I had to stop reading Tree of Smoke. I was completely destroyed by a scene with a monkey…
You’ve been obliquely warned.
The Five People You Meet in Heaven got me. It was the scene near the end with the little girl in the river. I’m a crier, though. Also I was more than a little hormonal when I read that, being in labor and all.