Agree with Jords about Seven Pounds.
And definitely Toy Story 3, the furnace scene...oh my god, stupidly intense.
The Boy In The Striped Pyjamas
The Green Mile does every time...more so now because I was watching it when I found out my dad had passed away.
The scene in V For Vendetta about the lesbians who were arrested and murdered for their sexuality was horrible, and the letter Valerie left for Natalie Portman's character

Milk, for the ending with the candlelit vigil.
Changeling is desperately sad throughout.
Mystic River.
Doubt.
The Pianist.