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I really never have cried during a movie, but if anything every came close it was House of Sand & Fog.
Reign over me. Adam Sandler did a good job playing his role IMO. Not movies, but 'clannad' and 'angel beats also made me cry.
"Do You Believe in Miracles?", the 2001 HBO documentary on the 1980 US Olympic hockey team. And, of course, "Brian's Song".
Someone posted it above but I wholeheartedly agree with Field of Dreams. Probably my favorite movie of all time. That part (where he finds out it is his father) is just the best film has ever gotten for me.