Omg Zach I cry at documentaries too.
Sicko, Capitalism: A Love Story, Fahrenheit 911 are the 3 most intense ones.
Oh and Earthlings of course.
LOTR Return ofthe King coronation scene makes me cry with happiness.
The porch scene in The Village
Black Swan ending
Harry Potter, the scene when he says farewell to Hermione and Ron before facing Voldemort in the forest.
The King's Speech, the final speech and following reception
The Persuit of Happyness, when he finally makes it
On further thought, I tend to cry at moments where characters find happiness after long struggle... so I cry with happiness more often than sadness, but I do cry with sadness too.