I revisited Bicycle Thieves about a week or so back and my god, I dunno if I'm more emotional than I used to be but that film hit me way harder than all the other times I've seen it.
Mulholland Drive didn't make me sad, but its ending definitely placed me in this emotional state of awe. I recall feeling completely amazed when I saw it, unable to really comprehend anything.
Hiroshima, Mon Amour affected me quite a bit as well. The combination of love and loss was well conveyed on Riva's part was very well done.
Synecdoche, New York's ending completely blew me away. When the narrator finished uttering her last word and the screen faded, boy, it hit me super hard. Eternal Sunshine as well, goddamn. Why must you play with my emotions so well, Kaufman?!
Those are the first few that come to mind. More often than not, I tend to be emotionally affected by use of sound and visuals than regular story beats. Kubrick, for example, can emotionally affect me quite well without the usual sentimental fanfare.