I have never cried because of an anime, although scenes that almost made me do so are;
Chrno Crusade - The ending.
Fullmetal Alchemist - Hughes' death. When he appears on the station platform, waving, afterwards I almost bared tears. I didn't though because I'm tough.
Death Note - The entire episode of L's death. From the beginning with the churchbells and L seeing Watari, when he was in the rain, and when he and Light were drying themselves. It was sad as they seemed so close, but it was inedible that one of them had to die.
Azumanga Daioh - I hated seeing Chiyo-chan cry.
Grave of the Fireflies - The entire feature was upsetting. The cremation especially, and then when thinking back to the beginning remembering the soldier throwing the fruit-sweet box as though it had no meaning or no "contents".
Puni Puni Poemy and Excel Saga - I cried with laughter.