I've actually never cried over an anime, honestly.
However, Elfen Lied has come so damn close . . . The last time I watched it, at the end of the final episode I was sitting up in বিছানা with a look like scared child's on my face, making occasional high-pitched whimpering noises, waiting for tears that never came . . . TT.TT
A close সেকেন্ড would be Puella Magi Madoka Magica.
Well... to be honest I cry almost to all of my পছন্দ জীবন্ত especially when it was going to end, XD joke, it will be KIMI NI TODOKE, I don't know but this জীবন্ত strikes me deep and drowned me in feels!! and also the সেকেন্ড জিন তামা movie: Be forever yurozura... ^^