I haven't cried yet over a movie, though many endings/great scenes gripped me.
The last charge of Katsumoto in 'The Last Samurai'
When the Rohirrim charge at the Pelennor in 'The Return of the King' I'm always deeply moved.
'Hotel Rwanda'
The only time I cried over a fictional work was when reading the final chapters of 'The death of Winnetou' by Karl May. After spending 900 pages with that character and then losing him, really saddened me.