I had to think for a moment since it's been such a long time since I've been touched...no puns intended.
Gave of Fireflies, Wolfs Rains, Elfen Lied, Gunslinger Girl, definitely just because they're tearjerkers. Ya cry so much you get a headache afterwards.

From the new world: it was heartbreaking and disturbing I felt so uneasy when that series ended...

Cant forget Sailor Moon only because I grew up with it and when I finally fished all the eps from all the seasons some years later I felt like I watched an old friend die...lol

Other than those what about things that have touched your heart but not in the sad way, what if i was brought to tears from joy lol
One episode of Gintama had be crying because it was so sad but in the same moment i started crying from laughter....i was like "this is crazy!"
I just cannot forget that night...all in 5 minutes i swear to you lol.

Manga wise: Aku no Hana..both of them...two different manags..both of them left unsettling feelings on my heart lol.