Hehe, I think that I cry too much. Good thing that you ask for actual tears and not melancholy.

Purcell - Lament of Dido - Katherine Bott

Shostakovich - String quartet 8 - Borodin Quartet

Billie Holiday - Strange Fruit

Jakob Knudsen & Oluf Ring - Se nu stiger solen - DR vokal ensemble

Carl Michael Bellman - Fredmans Epistel no. 82 - Fred Åkerström

Plenty more, but these are highlights...

P.S. I never saw being moved to tears as a simple matter. I can sometimes cry to both Sibelius or Mozart or other from pure beauty - sometimes it is also contextual - Strange Fruit is partly that and partly the fantastic clash between the (almost too) clever lyrics and Billie Holidays incredible singing - I considered a special version of Don't Explain that actually has the same. Danish choir-music is very much a thing that is deeply borrowed in me due to me being raised here and having experienced good and bad things to the same music. Almost the same can be said about Swedish music where I also grew up in my early years. But it has to be great art.