Yesh, this will be a bit of a list.
And spoilers are everywhere, so beware.
One's I can think of:
Pokemon: Episode when Pikachu almost leaves, where Ash is stuck in a snowstorm and has to build a cave, and the first and third movie.
Wolfs Rain: When Toboe died was my biggest. As well as when Tsume did. Or Cher.
Tengen Toppa Gurren Lagann: When Kamina died, a few times here and there in the series, then the last few episodes.
Zoids Chaotic Century: When Shadow dies right in front of Raven.
Cowboy Bebop Movie: A few bits here and there. Love that movie.
Ghost in the Shell: Any sad scene with Togusa or the Major or Batou. Or the Tachikoma! That whole series had me being a cry baby.
Scryed: Ending.
Dragon Ball GT: Verrrry end. Last few minutes. AND THE MOVIE OF DRAGON BALL GT. I WAS CRYING. THE WHOLE TIME.
FMA: The episode where it shows them burning down their house.
Digimon: Randomly. And the endings.
For manga, if it counts...
ANGEL SANCTUARY! Oh god, hardest I've ever cried for a book.
I'll think of moar later.