Yes. Several times.
ME3's build up to the big finale. Those final moments with your crew: Garrus' speech, Joker's salute. Losing Mordin and Legion hit me hard too. Mordin singing as he gets ready to face certain death and Legion, in his final moments, using the singular pronoun 'I' instead of the collective 'we', indicating that he finally recognizes that he /is/ an individual.
DA:O's Cousland reunion with the PC's dad was pretty sad as well.
TLOU's opening prologue with Sarah's death. And also, the part where Joels critically injured, suffering from that gaping wound in his stomach and Ellie has managed to drag him into some garage. When she places a blanket over him and lays down next to him-- as close to him as she could get, hands tucked under one cheek, something in that moment really got me.
FFIX's closing epilogue with Vivi's monologue and his implied death made me tear up way back when I first played that game too.
Edit: Telltale's TWD. Lee's death. Tears. So many tears.