Many movies have moved me, and I even got moist eyes from watching Titanic in the movie theater with my ex.
The last time I remember it happening was watching The Fly from TV a couple of weeks ago. The ending where the protagonist "asks" the lady to put him out of his misery with the shotgun to head gets me every time. Can you still feel love and affection to someone who has completely changed to something else?
And the whole idea of trying to merge the couple and their unborn child, and a bit of fly too, into one being... not sure what to think about it. The ultimate manifestation of love, or just gross?
Apparently I am not the only one moved by that part, as it is in youtube too:
http://www.youtube.com/watch?v=NH-8L1iZq20