I found myself crying at the end of A.S. Byatt's Possession. I can also remember crying a the end of Robert Louis Stevenson's Travels with a Donkey - which I read when I was a teenager. I cry at movies, too. What man could see Lonely Are the Brave and not be moved to tears at the end?
My colleague Carrie Rickey had a relevant blog post of her own about this recently: Tell Me Why You Cry.