Sister Princess, more specifically Episode 25. Despite all the good times with his sisters, Wataru still decides to leave Promised Island with Akio whom he looks up to. Seeing the reactions of all the sisters makes this troper cry every time. This troper truly bursts into tears when Wataru seemingly said he's not going back.
Another moment in the series was in Episode 3 where Karen talks to Wataru about her thoughts of having siblings. The way she walks away after that with hands over her eyes is so sad, but this troper cried when Wataru decides to stay in Promised Island and then they both walked back home together.