Problem is, it's not easy to get moved to actual tears in the middle of a bunch of friends in a brightly lit room with all the noise of a game session going on. Alone with a book, or in a dark theater, one feels a lot less exposed. Especially when GMing, you just don't usually have time to allow the emotion to express itself before dealing with the next question or event.
So, with that caveat, there's been one time as GM I came close; it was a Shadowrun adventure, of all things, and it was all about a relationship between two NPCs that served as a minor plot twist. I barely remember what it was, but it touched some individual personal nerve for me; it was little more than a minor mention in the actual play, but I still had to take a few seconds' pause when they were reunited - fortunately, that campaign was co-GMed, so I could let the other guy take over in the heat of action.
For characters, I played a female Watcher in our Buffy campaign, and she made tears well up in me repeatedly; as a true BtVS character, she had rather intense personal issues, and some of them actually affected the course of play (the scene where her dying evil-witch mother swapped minds was a hoot, but I was constantly thinking about how this hit poor Sam in her most sore parts); she suffered more than one nervous breakdown during the campaign. Some of the emotion came out at the table, but, again, the necessity of action flow and sensitivity kept a lid on it. I'm not sure anyone else was affected the way I was - since they didn't know all the background of the character - but there were a couple times when I noticed a catch in other players' voices when things hit their own characters personally. Gayle Samantha Storm remains the one character I've ever been most invested in, and I look back on her fondly.
(She did finally find true love with the vampire, played by my wife.
)
The only time I can recall another player triggering tear-worthy sentimient was also in the Shadowrun campaign. One of the players was running an ork detective, a tough, tough-talking gumshoe of the old school -personality somewhere between Sam Spade and The Thing, but with brains- although he was of all things, the 'face' of the group, since he actually had the charisma and skills to pull it off. In combat, he was outclassed by street sams, mages, and adepts, but he always pulled through and served up his share of whupass (not infrequently involving explosives).
At the end of the Harlequins's Back module, one of the characters is needed to stand guard at the bridge where the horrors are trying to cross over into our universe. Without hesitation, the orc steps up out of the crowd of shiny, enhanced elves and humans and offers his services; 'can't think of a better way to go out.' It was indeed a fitting end to the no-nonsense, gruff 'tec. It still warms my heart to think of the scarred, gold-tusked (yes, he'd had one of his tusks gold-plated, just 'cuz it's cool) orc, with fedora and trenchcoat, battling hordes of alien bugs beside the witty, handsome and lithe Harlequin, saving the world for yet another day.