First film that ever made me cry was
Leon, when Matilda planted the plant in the park.
These are the rest:
Forrest Gump - grave scene always gets me
Schindler's List - multiple occasions, can't remember
Three Colours White - couple of moments, can't remember
Science of Sleep - argument at staircase and bedroom at the end pulled my heartstring
Eternal Sunshine of the Spotless Mind - "First Night together" scene
Diving Bell and the Butterfly - First word attempt scene, phone conversation with dad
The Incredibles - plane crash scene
Life is Beautiful - ending
Terminator 2 - "I know now why you cry"
Stranger Than Fiction - several moments near the end
I also weep at Scrub's Brenden Fraser death episode, just after the revelation. Brilliant episode!
Can't think of anything else right now, but I'm a sodding weeper :/