Hmm first anime I cried to was Angel Beats.
The 'graduation speech' in the last episode almost got me..
Then came the ending scene.. ;-;
Then came Clannad After Story.. omg, I cried..quite a few times..
The last part of Ano Hana got me too.
Grave of Fireflies had quite a few tearjerking moments and I shed some tears. But overall it's quite depressing..
Air was great too, shed a few tears at some scenes.