My wife laughs, I get immersed easily into movies. I'm also fairly certain that at this point in my life I've been conditioned to tear up when a sad scene plays and violins are playing in the background. It's like a Pavlovian Response.
There's a lot of movies that'll do this, but the first one I can ever remember the dust hittin' me was this one. I went to a trip to DC with my old man for his work. We had lost our dog maybe a month before this movie came out. When the golden retriever comes over the hill...still gets me. If you've ever had a dog that loved this unconditionally...you know.