I've recently read this journal from Neil Gaiman...
It was in 1988, at the World Fantasy Convention in London, in the bar. I was with a bunch of people around a table, and had been interviewing Clive Barker about comics for a book on Clive that would be coming out. After the interview a conversational free-for-all developed -- I remember getting frustrated with Clive's view that comics were lacking something that prose had, because a novel could make him cry while a comic never had. (This was 26 years ago, remember. I have no idea at all if Clive still thinks that way, or if a comic has made him cry in the years between. I hope it has.)
The entire entry can be found here http://journal.neilgaiman.com/2013/02/the-best-advice.html
So now I'm curious which comics have made people cry. I remember many powerful stories in comics, but none that has triggered such an emotional response. I would like to read a few of these stories.
One story that had a powerful impact on me was Vertigo's House of Secrets #12. This issue gave the origin of the Juris member Ruby. Check out her profile on comicvine if you want the jest of the story. I didn't "cry" but after all these years this story really stands out to me.