There's a great thread on Shakespeare's Sister that's about to scroll off the front page, so I link it here. Topic: What movies made you cry?
Here's one for you - what books made you cry, and why?
My pick: in The Amber Spyglass, book three of His Dark Materials by Philip Pullman, when Lyra and Will have to go thru the 'valley of death' kind of place and it becomes clear that Lyra's daemon spirit Pantalaimon won't be able to come with her and they don't know if they'll ever find each other again. Oh, WAHHH. (HDM series linked in sidebar.)