There were a few... I cried at both the anime and manga of Chrno Crusade... The endings are so sad! Especially in the manga, because you find out that
Chrno didn't actually die, and he puts flowers on Rosette's grave each year...I whited out that part, because it is a spoiler. You have been warned.
Umm... I almost cried at the end of Kuroshitsuji, but mainly because I was pissed and frustrated at the ending.
And... I can't believe I am going to say this...
Yu-Gi-Oh.
Shut up! It was sad when Yami no Yugi left, dammit!
I don't cry that much over anime and manga... In fact, doujinshi and fanfictions make me cry more...