I remember crying very vividly after finishing Mass Effect 3. It was sad indeed to realise that this is the end of Shepard's story. I also felt upset during that scene when we were travelling through Omega 4 Relay to the Collector base, cause i'd lost Tali, Jack and Thane in my first playthrough (didn't care much about upgrading the Normandy, cause the story was so interesting, that i wanted to know how it'd have ended as soon as possible lol). As for the other games, i can't recall if i actually cried or not, but the "Valiant hearts: The Great War"'s story was very touching.