Not in Clannad. However, in After Story I cried during episode 16 and 21 for obvious reasons.
DON'T READ IF YOU DON'T WANT AFTER STORY MAJOR SPOILERS
I'm happy that episode 22 is the real ending though. I don't think I could cope with Clannad ending so depressingly. It's also beyond cruel and unfair on Tomoya for both his wife (Nagisa) and daughter (Ushio) to die.