Last anime I watched that made me cry was GJ-Bu. It wasn't actually the content itself that did it- it was a cute, sweet, and very touching graduation ending- but it was just done so well, and I'd gotten so attached to the characters, that I found myself crying when the credits rolled purely because I wouldn't be seeing any more of them unless the light novels somehow got translated.
Last one that actually did get me because of the content was Shirobako. I cried tears of joy- probably the first time that's ever happened to me while watching an anime- near the end, during that scene with Aoi and Zuka.