Clockwork Princess by Cassandra Clare. I saw some others mentioned this one, and I agree! I jumped into the TMI/TID fandom last summer and...agh!...All the feels in this book. (Also, I don't think I'm prepared for City of Heavenly Fire to come out in May. We might want to start our tissue stockpile.)
I remember crying through The First King of Shannara by Terry Brooks when I first read it. (It's been quite a few years, so I can't say I'd still cry if I reread it.) It was a "My Favorite Character Died" moment. Definitely not happy about it.
Harry Potter is a no brainer: Order of the Phoenix, Half-Blood Prince, Deathly Hallows...yup.
Haven't read The Fault in our Stars yet, but I'll have tissues on hand.
Also, with Allegiant: I shed a tear for chapter 50, but wasn't bawling. -shrugs- Still a good series.