A Change of Seasons. Epic at 23 minutes and will reduce you to a blubbering mess.
"Disappear", "Vacant", and "Space-Dye Vest." "And I'll smile and learn to pretend/And I'll never be open again/And I'll have no more dreams to defend/And I'll never be open again?" God-damn.
The Budokan DVD version of "Disappear" is worse. The singer wrote it during a case of Creator Breakdown, and it's easy to see when they play it on that particular DVD, that he's very, very close to breaking down at the end of the song.
Not to mention "Goodnight Kiss", a song about postpartum depression. And that is merely the pinnacle of the suite of depression that is Six Degrees of Inner Turbulence. Parts of Scenes from a Memory also qualify, especially Scene V: Through Her Eyes and Scene IX: Finally Free, bridges the gap between Nightmare Fuel and Tear Jerker.
Heck, the entire song Six Degrees of Inner Turbulence is a tear jerker, especially if you know people who suffer from one or more of the disorders talked about in the song... the entire song is about people who have such crippling mental instabilities that they can never lead really normal lives. About to Crash? Bipolar disorder. War Inside My Head? Combat-related PTSD. The Test That Stumped Them All? Schizophrenia, leading to the sufferer getting locked in a padded room. And it just keeps going on, for the rest of the song's 42 minutes.
"The Ministry of Lost Souls" is depressing, sad, heartwarming, and disturbing all at the same time. For those who don't know: A man dies to save a woman from drowning, but she's unable to enjoy her life because she loved him too much. His spirit returns to take her with him. The final "Don't turn your back on paradise" can give one the chills.
"Hollow Years". Just "Hollow Years".
From their "Black Clouds & Silver Linings" album: "The Best of Times" is Tear Jerker of the heartwarming variety: the drummer wrote it in memory of his late father, reminiscing about how great it was when they were together.
Then there is "The Spirit Carries on". This song is REALLY a tearjerker, though it's most likely Tears of Joy that are coming out of your eyes.
Also, the end of Metropolis, Pt. 2.
The song "Wait for Sleep" from Images and Words. The melancholy melody and instrumentation is bad enough, but according to Kevin Moore, it's a song about grief over a loved one's death and trying to fill a spiritual void. Bring tissues before you start listening to it.
"The Silent Man" from the album, Awake.
A Dramatic Turn of Events gives us "Beneath the Surface", which has caused many a fan to tear up.
The piano outro to the song 'Illumination Theory' off of the recent self titled album. Just pure heart string tugs on how emotional it sounds.
For that matter, the music video for "The Enemy Inside" begins with people talking about how hard it was losing people close to them, then when it cuts to the video we have shots between the war and a veteran returning from post-traumatic stress disorder. You really need to watch the video to see how heartbreaking it really is.