Mine has to be Yann Tiersen's Comptine d'Un Autre Été l'apres midi
A few of Chopin's Nocturnes
Some pop piano pieces (piano covers of anime sad themes esp)
Schubert's impromptu in Eb Maj
Chopin's Etude No. 3 in E major, op 10 no. 3
Not the saddest piece I've heard but for a game it's pretty great in my opinion
2'44" onwards is quintessential Sakamoto.
I also love Comptine d'un Autre Été, though it hasn't moved me to tears. Of the piano pieces that have done, there is "Kimimaro's Theme" arranged for piano, Sadness and Sorrow (from Naruto) by Toshiro Masuda, and the melody from Dharmacide (from Lost) by Michael Giacchino.
Edit: Also there is Someday the Dream Will End (from Final Fantasy X) by Nobuo Uematsu arranged for piano.
I've never cried listening to music, but pieces that I feel are the most sad/emotional are: Beethoven Moonlight Sonata 1st & 3rd Movement, Chopin - Nocturne 20, Funeral March, 4th Prelude(E Minor).
Rachmaninoff Second piano concerto, second movement (: It's more melancholy-ish than sad for me though
Schubert - Standchen (Serenade). This is a very beautiful and moving song to play or listen to.
For me, it was Chopin's Nocturne in F sharp minor.
Something by Schubert. I can't remember exactly.
Rachmaninoff - Rhapsody on a theme of Paganini: 18th variation - absolutely beautiful