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Tear Jerker: Rambo
Rambo is not only about shooting villains and Mooks into tiny bits, it's also one of the most tearjerking examples of how hellish war really is. So it deserves a tearjerking page of it's own.
First Blood sets in with the tragedy early when Rambo tries to visit the other remaining survivor from his unit, only to learn that his old buddy had died of cancer from exposure to Agent Orange during the war. His widow remarks that her husband used to be a big man, but before he passed, he'd become so thin and frail that she could lift him off the sheets herself.
Rambo's outpouring of repressed grief at the ending of the film adaptation of First Blood is said by the author of the original novel to have saved the marriages of countless emotionally destroyed Vietnam War veterans, who afterwards learned how to cry again. It's not only the longest in the series, but also sets up the character for the rest of it. Here's the entire dialog if you want:
Rambo: Nothing is over! Nothing! You just don't turn it off! It wasn't my war! You asked me, I didn't ask you! And I did what I had to do to win, but somebody wouldn't let us win! And I come back to the world, and I see all those maggots at the airport, protesting me, spitting; throwing stuff and calling me a baby killer and all kinds of vile crap. Who are they to protest me for, huh?! Who are they?! Unless they've been me and been there, and know what the hell they're yelling about?!
Trautman: It was a bad time for all us, Johnny. It's all in the past now!
Rambo: FOR YOU! For me, civilian life is nothing! In the field we have a code of honor: you watch my back, I watch yours. Back here is nothing!
Trautman: You're the last of an elite group. Don't end it like this.
Rambo: Back there I could fly a gunship, I could drive a tank. I was in charge of million dollars of equipment. Back here I couldn't get a job PARKING CARS!! (throws weapon away)
The monologue following that part is also tearjerking as well.
Rambo: We were in this bar in Saigon and this kid comes up, this kid carrying a shoe-shine box. And he says "Shine, please, shine!" I said no. He kept askin', yeah, and Joey said "Yeah." And I went to get a couple of beers, and the box was wired, and he opened up the box, fucking blew his body all over the place. And he's laying there, he's fucking screaming. There's pieces of him all over me, just... (takes off his bandolier) like this, and I'm tryin' to pull him off, you know, my friend that's all over me! I've got blood and everything and I'm tryin' to hold him together! I'm puttin'... the guy's fuckin' insides keep coming out! And nobody would help! Nobody would help! He's saying, sayin' "I wanna go home! I wanna go home!" He keeps calling my name! "I wanna go home, Johnny! I wanna drive my Chevy!" I said "With what? I can't find your fuckin' legs! I can't find your legs!" I can't get it out of my head. A dream of seven years. Everyday I have this. And sometimes I wake up and I don't know where I am. I don't talk to anybody. Sometimes a day - a week. I can't put it out of my mind. (breaks down in tears and embraces Trautman)
Finally, we have the ending theme of First Blood, It's A Long Road. Really fits the ending.
Same for the second film:
Rambo: I want, what they want, and every guy who came here to spill guts, and give everything he had, WANTS! That our country would love us as much as we love it!
From Rambo III
Col. Trautman: You're always going to be tearing away at yourself until you come to terms with what you are. Until you come full circle.
The massacre of the Afghanistan village.
From the last film Rambo.
The massacre of the Karen Villagers in the fourth Rambo film, as well as the bittersweet finale when the titular old warrior looks over the carnage he has caused. The music climaxes when Sarah finally finds Michael, symbolizing that Rambo and the others had done their jobs ("This is what we do. Who we are."). Yet it immediately becomes somber and mournful, with Sarah staring tearfully at Rambo and the others, who all remain silent and stoic. She's crying because she realizes that it's her fault that they had to go through this. They had to risk their lives, kill countless others, and will endure nightmares for the rest of their lives (as Rambo does early in the movie). Yet, they don't even ask for a simple "Thank you". That in itself is a Tear Jerker (doubly so because many - particularly the critics - just don't get it. This is a movie about soldiers, nothing more and nothing less).
Among other scenes, the ending has to be mention. After years of not going back home, Rambo finally headed there after all the hell he went through and "cleansed" the demons in him. Without no corrupt cops stopping him.