Of Mares & Magic. Spark -> To Be An Alicorn Those are the epitome for me. Unfortunately I do not recall the author or title of the soul crushingly sad MMZ fic I read. It had been expertly written so that the character who's POV it was from was not revealed until the final chapter.
The ending to Emir Kusturca's Underground. http://www.youtube.com/watch?v=HSCfej_YdcQ And The Last Roundup of course for Pony related.
It's pretty easy to hold back crying, especially with other people around, but I like to find things to cry to so I try to open myself up more to it when I'm watching tv or reading alone. It feels good to cry every now and then. I haven't actually read any fan-fiction yet, but I think I give some a good read because apparently they can be quite touching. Now that I think about it, I never cry unless watching MLP or reading/watching Naruto. The real world's a pretty dull place.