X-Men: First Class/Tear Jerker

The first time Charles and Erik meet. Erik's expression and the way he says "I thought I was alone!" was just heart-wrenching. He finally meets someone like him in the world and it's just so emotionally overwhelming for him. Bonus points for the Subtext - Erik has already said earlier in the movie, in reference to the Nazi Gold he was holding, that his people were wiped out for this, implying that he was the only survivor.
Pretty much every time Erik and Charles have a meaningful conversation. The scene where Charles gives Erik inner peace by reaching into Erik's mind and helping him remember his brightest memory, one of his dead mother, causing both of them to cry comes to mind.
When Charles is paralyzed thanks to Erik. It's an accident, but both of their reactions are heartbreaking, especially Erik's. "I want you on my side."
"I can't feel my legs....I can't feel my legs...." Even though you knew this would probably happen, it doesn't stop it being tragic.
- The fact that Erik leaves before he even learns that Charles is paralyzed. If he'd heard Charles say "I can't feel my legs", don't you think he might've stayed? The way he said it was absolutely heartbreaking....
The first meeting of young Charles and the young Mystique. "You never have to steal. Ever again."
- Which of course makes the scene when Mystique leaves Charles to go with Erik all the more heartbreaking. She kisses him on the forehead and leaves. Dear GOD, what might have been....
- Many of Mystique's scenes, really.
Alex watching Darwin pretty much burn from the inside out. It's the way they look at each other until they can't.
"The divorce" on the beach. First Class effectively showcased just how powerful a team Xavier and Magneto were. If that son of a bitch Shaw hadn't so thoroughly ruined Erik's life, you wonder just how great a hero he would've been and what he and Xavier would've accomplished together.

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