It was odd. Maybe it's just a few things I'm going through in my life now, but I didn't cry at all. I felt like I might start to cry as Frodo got onto the boat at the end, but that was all. I was awed by many parts of the movie, and my emotions were pulled many different ways, but not to great sadness.
When I saw Fellowship, . . . and that's what I loved most about these movies, the Fellowship, . . . I cried when Frodo tried to cross the river alone, and then when Frodo realizes he still has a friend in Sam, a friend who will not leave him. Interestingly, my then-girlfriend cried most when Sam promised that he wouldn't leave Frodo.
That girlfriend left me last year, just before Two Towers. Since then, I've enjoyed the movies for their drama and cinema, but I haven't cried. I suppose the character I most felt for was Gollum, the poor bastard. Obsessed with something beautiful, unable to have it, and ultimately destroyed because he cannot be free of his desire for it. I may sound a bit obsessed, but . . . watching the end of Return of the King, I felt that Sam thought of Frodo as a great friend that he was loyal to and would miss greatly, but Frodo loved Sam.
I loved the friendship I saw between all these characters. That was the greatest thing for me; not the grand battles or the giant computer generated splendor, and certainly not the 'Ragnarokian fatalism.' When the group sees Frodo at the end and smile and are so pleased to see him, that made me happy with the movie. I was in a warm and fuzzy glow until the end of the credits. My friends left the theater as soon as the credits started rolling, but I stayed because I wanted to see all of it. The ending fulfilled me, and the pleasant feeling I enjoyed just then will always be one of my favorite memories.
That, and Shelob fighting Sam was hella cool.