I cried from the episode of Kyouya's past in Ouran... Mostly just from that beautiful metaphor with him painting the picture that represented his role as the third son, and then at the end he went outside the picture and painted on the whole wall. I DON'T KNOW WHY I CRIED. BUT I DID. GOD IT WAS A BEAUTIFUL MOMENT.
Also, the episode with the Alice in Wonderland crossover, at the end when Haruhi is dreaming the whole thing and crying in her sleep.
And the episode of the twins' past.
... Actually, now that I think of it, Ouran was a surprisingly deep show sometimes. It was hilariously funny most of the time but damn it could make me baww.
And it's not anime, but in Futurama, the Jurassic Bark episode that makes everyone who has a heart cry it out, and the episode where Fry dies and Leela keeps putting herself to sleep with the honey to be with him.
But I don't watch a whole lot of anime :/ I'm a reader of manga instead.