Ha! When I saw the title of this thread, the FIRST book I thought of was Where the Red Fern Grows.
I've cried over a LOT of books--pretty much anything where an animal dies (Watership Down, which is generally crushing all around, Island of the Blue Dolphins, you name it; I cried just yesterday over Philip Pullman's The Shadow in the North--a dog again).
What else?...Jonathan Safran Foer's Everything is Illuminated. To Kill a Mockingbird. Harry Potter and the Order of the Phoenix (but not the sixth one, oddly). Philip Pullman's The Amber Spyglass (last of the Dark Materials trilogy). The Lord of the Rings, probably, although I can't remember for sure. I must have cried at the end of the Diary of Anne Frank. Oh, Little Women. Big time.
Honestly, there are dozens more. They're just hard to think of off the top of my head. For some reason, the children's/young adult books stick out more, even if I read them as an adult. I'll post more if I can remember.