Well, I definitely shed tears during Grave of the Fireflies. My eyes watered during the next-to-last episode of Sailor Moon season 1 (Bob the Duck, I feel your pain), and earlier in the season when a certain villain dies. The last episode of Sailor Moon (i.e. Sailor Stars) was also one, simply because the series was ending.
Oh, and I almost forgot one. The last episode of Gundam 0080: War in the Pocket. If you've seen it, you know what I'm talking about (especially the video playback at the end).