for me there are too many to list haha, but for now i'll go with FMA: BD this one never fails to make me breakdown over the Homunculus deaths as well as tragedies and also Rainbow: Nisha Rokubou no Shichinin the hardships they overcome are painful to watch and I cried so hard at one scene if anyone has seen or decides to see it :') I also agree with Grave of the Fireflies gets me depressed every time I see it ;;
Kodocha. The manga was very sad, as is the Anime. And though the Anime is much more silly, it makes the sad scenes all the more sadder, so you end up really feeling for the characters.