I can think of three in Shadowbringers alone, Amaurot, the conversation against the rock in upper Kholusia, and that one part right near the end, the one that requires channeling a large amount of environmental power.
(Trying to avoid spoilers while being unambiguous)
Oh goddess and the role quests, particularly the healer one.
FFXIV, over and over. The kind of nobility and self sacrifice displayed in that story has set me crying several times. Honestly, I can feel it a little bit just thinking of some of those moments, but I try to smile through it.