I've been thinking a lot about Persona recently (since P3R just came out and I've been playing P4G) but the end of those games where you have to say goodbye to the friends you made over the course of the game and watch the ending always hits me. P3, 4, and 5 all have really good moments in their stories that focus on their themes and central messages too, and P5 is really special to me just because of how cool it makes me feel playing it. The UI looks awesome and the characters all feel so cool and it makes me emotional in a really unique way, it pumps me up and really makes me feel like I'm part of the world as a badass phantom thief. The moment where you fake your assassination and hide out in the streets made me feel super cool in a way no other game has.
I get emotional and cry easily but the one game I can think of that will always make me cry at the end is Super Paper Mario. I'm such a big sucker for that kind of love story and it's such a special game to me. PMD Explorers feels like an obvious answer, Chapter 1 of Danganronpa V3 fills me with dread, the ending to Ace Attorney Dual Destinies makes me emotional since I enjoy the new characters the game focuses on, and there's a good handful of moments in Pokemon Gen VII that make me emotional just because I love the games that much.