Gosh, I have a list:
I cried with Pretear (go on, laugh, it doesn't bother me) It was just such a happy ending and what happened with Sasame (I won't post spoilers) I cried even harder.
I haven't finshed it yet but I cried with Gunslinger Girls. Expecially for poor Claes. I didn't shed large amounts of tears but there where some.
There's a couple more I can't think of and one I'd mention but I'm not in the mood to be teased for it...