I can't recall flat-out crying at a video game, but I have had some very strong emotional reactions to stuff that happens during the storyline of certain games:
A couple different moments in Warcraft III
Something Important that happens near the end of Shadow of the Colossus
Stuff that happens during Final Fantasy VII (no, not the Aerith scene)
One scene in Final Fantasy X
The final moments of Grim Fandango
Here's a big block of Spoiler describing the scenes.
SPOILERS:
Warcraft III- Two moments. The death and redemption of Grom. The ascension of Arthas at the very end of the the expansion.
Shadow of the Colossus- Agro falling into the ravine. Of course.
FFVII- The slow revelation that Cloud was never who he claims to be, that Tifa has just been playing along to either keep him as part of the group or out of pity, that he's remembering someone else's life. It's the loss of identity- learning that your whole life is a lie, and the people you trust around you have been participating in the lie- that gets me.
FFX- An early cutscene of Yuna performing a spirit burial. It epitomizes the melancholic tone of the game.
Grim Fandango- The very closing scene, when Manny finally gets his trainride to heaven. You never learn what sins he committed in life, but by that point you want to believe he's been a victim of circumstances. He deserves to be on that train.
END SPOILERS
Yeah, most of that is pulpy, blatantly manipulative stuff. I'm willing to be manipulated a bit, to put up with a certain amount of pulpiness, when I can find other redeeming qualities in a game. I guess I just find it difficult to enjoy something when I'm sneering and groaning at the storyline. And if I can't avoid sneering I stop playing.
"This thread is a joke"? That's horseshit. Modern games can tell stories, and I can't see any reason the story in a game must be less moving than stories in books or film, just because it's in a game. Reminds me of the people who won't even consider the possibility that a comic book can be serious adult literature, because they can't disassociate "comic book" from "Superman fighting space robots".
In fact I would say games are a VERY promising new story-telling medium and we've only begun to explore the possibilities of interactive art.