I cry at so much.
For songs, it's definitely
Fire and Ice by Within Temptation,
This is Letting Go by Rise Against,
Higher than Hope by Nightwish and
Meadows of Heaven by Nightwish.
Movies and TV...well, I'll cry in basically anything where a good character dies. In particular, The Boy in the Striped Pyjamas. It's just the saddest film I've ever seen. And I cried so much during the final Harry Potter.
As for books...
Between Shades of Grey is just the saddest book I've ever read. But most books don't make me so emotional for some reason.