I don't cry a lot, only when it's really sad. In this case, I'd been reading it all day, so I'd already had a million characters die on me in one sitting, but the end just killed me. The whole "Bye, Cosette, you can't call me Dad anymore" bit really got me. I must have been weeping through the last 50 pages, at least. I need to read that again, but it's over a thousand pages long.
Of course, I always cry when I watch Return of the King alone.
I don't know that I've cried over a song, but some of the ones in the Les Mis soundtrack come close.
I haven't done Hamlet yet. It's much more fun with a class. I read Twelfth Night with my Lit class three years ago. I read the part of Sir Andrew every week. It was awesomeness.
Yeah, I think she grows up and marries Gilbert and stuff. But who wants to read about Anne as an old woman? Seriously.