The little slideshow they had at the end of the Scrubs episode, "My Finale", made me tear up the first time I watched it. After multiple viewings, I got over it.
Also the scene in Titanic when DiCaprio hangs on to the chunk of ice with Winslet, and freezes, and just sinks into the water, it made me sad the first time I saw it. When I was like 7 and the movie first came out, I was bawling crying.
And in I Am Legend when the families are separated so the sick are left behind and the healthy are taken away, it was emotional. It didn't help that Will Smith's wife was killed seconds later in the helicopter crash.