I'm gonna look like a crybaby but who cares lol. The one I cried the most was with Life is Strange. It came to me in my lonely years, I used to be alone in my house without friends all day, so "playing" it really was something for me and even if I was thinking that it was going to end that way (it was pretty obvious), they did an explendid work and made a really sad atmosphere with all elements (including Spanish Sahara song) needed for an ending like this.
Then, we have Nier:Automata. Again, the I don't have friends (and I'm a depressed person) really has meaning in this game. Not only the final; also Pascal scene. It really makes you wonder if your life is worth, if what you're doing is going to be "useful" in the future... And I was thinking like that. Still, thanks Yoko Taro, since this game introduced me into the DrakeNier saga and now its my favourite serie of videogames (also I tear up everytime I hear the Drakengard 3 final song, damn).
Finally, BioShock didn't made me cry, but the ending made me sad. That game is a masterpiece for me, and finishing it made me realize how good was it. Then 2 and Infinite came, which I'm grateful for, but as I said, DrakeNier owns me now.