Most emotional games? Now with train!

I'll just post Brothers - A Tale of Two Sons, because apparently a lot of people cry during the game.

Limbo felt strange...

So far: Narcissu.

Heavy Rain. IT'S RAINING TEARS! (Can we use ps3 games? ^^)

Bioshock 1,2,3
Especially the third ones :D :D :D

Ni No Kuni. The beginning made me cry. Like, actually produce tears. Most of the game is light-hearted, grindy, and pretty boring...but that cutscene will stay with me...dangit, I'm tearing up.

Valiant hearts the Great War is a good one.

inb4 Barbie Dreamhouse Party!

But really, though, I loved the feelings behind "Gone Home". I know it's not considered a particularly emotional game but as a mom to little kiddies, the story behind "Binding of Isaac" kind of broke my heart and made it hard for me to play for quite a while.

edit: Oh, and pretty much every Final Fantasy ever made (particularly 8 and 9, IMHO).

Personally, Bioshock Infinite made me feel quite a few emotions.
I know that most people disagree, and many dislike the game, but heck. Everyone's different.

Also, apart from To The Moon...
Dust: An Elysian Tail, The Vanishing of Ethan Carter, Limbo, Spec Ops: The Line, Papo & Yo and Eternal Senia all made me feel emotional. Note that I don't necessarily mean sad when I say emotional. These games just had a little something about them which made them more than just a simple game.

the walking dead

To many to remember, off the top of my head though, Crisis Core and the first two Bioshocks.
They're alot more but those come to mind first.

Dark souls
Oh w-wait.. I mean a lot of people did cry when playing this game xD

Portal 2's kinda leave me empty
I mean I need more! SPAAAACEEE
Portal 3 confirmed? xD

Also there is a great horror JRPG called the crooked man
The story was "a bit" emotional too :)

MGS3 & 4 huh
MGS 3... I'm just really sad at THE BOSS moment :(
MGS 4... If only Ocelot you know, at MGS 3 maybe this won't happen (Well, he's a good guy but his way to do things just... uh)

Please don't hate me, but I didn't like Bioshock Infinite's ending. I loved the whole game up until the last 20 minutes.

Valkyria Chronicles

Silent Hill 2 if you want to feel truly alone and isolated, depressed with regret and guilt, surrounded by horror.
Spec ops the Line is almost like a horror game, with a great story.
Bastion and Transistor are pretty damn good, music really makes the moments but you need to listen close for Transistor.
Bioshock infinite has some great moments.
And of course Planescape:Torment, I do not have enough words for it, just one sensory stone can make you cry easily let alone rest of the game.

To the Moon, of course ^__^
Definitely The Walking Dead, both seasons.
Cognition: An Erica Reed Story
The Swapper (amazing story with some deep meaning behind everything)
The Longest Journey
Ghost in the Sheet (I couldn't stop giggling, despite the circumstances)

Viscera Cleanup Duty. I always imagine the tragic circumstances that occurred while I'm cleaning up the leftover body parts. i cri evrytim.

Nier

The Walking Dead, without a shadow of a doubt. And maybe TLOZ: Link's Awakening.

To The Moon, is overrated. My pick is Gravity Ghost.

To The Moon is definitely at the top of the list.
Bioshock Infinite as well
The Mass Effect trilogy (Specifically ME3, and to avoid spoilers I'll just call it the "Had to be me. Someone else might have gotten it wrong" scene).
Spec Ops was also pretty powerful.
Those are the only ones that come to mind

To the Moon is the most emotional one I can recall right now.Oh! I also liked 199X :) !

Csgo, Tropico 4.

Bastion. In every aspect.

Alien: Isolation.

Many emotions in that game, especially for fans of the movies.

Fear, anxiety, ect, the who game through.

Anger, sadness, joy, relief.... more fear!!... the game has it all.