The only one I actually remember getting all misty at was Saving Private Ryan. It's a movie meant to generate emotions, that's for sure. I own it and I think I've only watched it twice, once in theatres and once out. Anyways, right at the end, when the flashback finally ends and we're back with James Ryan and his family and he starts crying and looks at his wife and says "Tell me I'm a good man, tell me I've led a good life." I lost it there.
*edit* I've come close in a few more movies, but never to the point of crying. Something about that male machismo thing, maybe. Real men don't cry, they just eat steak and build stuff, right low? :p