Uhm, there was one... well, it's very obscure. I was a young teenager and the story was that it was about a couple who spend a lot of time on not getting together - and when they finally did after years and years (show time, not seasons though) they got about six hours together before one of them was killed in a historic event that didn't become any less depressing with that fictional death.
After that I cried for about one and half days. Did I mention that I was young and impressionable? You'll understand that to protect that embarrassment I'm not actually naming any names.
I also cried for about a quarter of an hour at the end of Buffy's The Wish despite it never being "real." Fiction-induced post-traumatic stress can be the only explanation for that, people.
Equally bizarre is that the end of Six Feet Under usually makes me cry when I watch it Youtube, even though I've never seen the rest of the episode and I actually never watched the show enough to even know who Claire's later husband was supposed to be. Context? Who needs it?