I found the last scenes in Lars von Trier's
Dancer in the Dark devastating. I think that's the only time I've found myself sniffling uncontrollably in the cinema.
And it's not very original, but It's a Wonderful Life never fails to choke me up whenever I catch it.
Not a movie, but the last thing i saw that had me embarrassinly struggling to maintain composure was the finale of Six Feet Under.