The end of Mahler's sixth always sends shivers down my spine, most recently because there's this feeling of absolute dread and doom there that just makes me want to cry, to help the proverbial "hero" out of the mess, but there's hopelessness, utter remorse for what one knows cannot be redone... it is certainly the single most brutally inexorable finale I've ever heard, and I would challenge anyone for a more pessimistically fatalistic end that's as good musically as is Mahler's.
Zetetic: Of course, crying (or feeling such, for that matter) is in no way only caused by sadness. Most of Bach's pieces that are great feature such contrapuntal mastery and timing that it just transcends everything else if played right. Rachmaninoff called it the "point" of the music: the culmination, climax, that the whole rest of the piece must lead to and reach passably at least. If one does so, it's a true experience, and the climax is easily overwhelming. If not, then one may, whilst hearing it, not understand... and consequently dislike the piece he/she's never really "heard." It's a very interesting thing...