movie -
First Time (Chinese)
Forget me not (Japanese)
well i cried watching 
Autumn Tale (towards the end)
Werewolf Boy  
Dont Forget me (kmovie)
A moment to remember 
Dramas:

Empress Ki
Dear My Friends
The Princess' Man
49 Days
Secret
Kill Me, Heal Me
It's Okay, That's Love
Moon Lovers
Missing You

Movies:

Miracle in Cell No. 7
A Werewolf Boy
My Annoying Brother
A Millionaire's First Love
Some of these may not be categorized as sad but they had me sobbing when I watched them. 

dramas: 
Scent of a Woman 
Marriage Contract 
Uncontrollably Fond 
Descendants of the Sun 
Goblin
The Master's Sun 
D-Day 
Her Lovely Heels 
Signal

Dear My Friends 

movies: 
Salut D'Amour 
Classic 
Love 911 
Little Big Master (hk movie)
The Library (thai movie)
49 Days
The Moon that Embraces the Sun - impossible don't cry in this drama in the 4 episode and the last ones
May Queen
+1 Hope
Train to Busan had me crying a lake too
And Goblin
Angel eyes
A girl at my door
Empress Ki
I'm sorry i love you
kill me heal me
secret
Hope
Northern Limit Line
Miracle in Cell No 7

Misaeng
I'm sorry I love you, k-version. The most heartbreaking drama I've ever came across.
Drama:

Autumn Tale
Empress Ki
Gu Family Book
If in Love Like Them
Marriage Contract
The Spring Day of My Life 
Uncontrollably Fond



Movies:

A Moment to Remember
My Annoying Brother
My Palpitating Life
First Time (Chinese)
Never Said Goodbye (Chinese)




These dramas had me crying my eyes out in some parts:

Descendants of the Sun
Goblin (SO depressing)
Moon Lovers

Movies:

Classic
Sunny
Train to Busan
Miracle in Cell No. 7
Windstruck
A Millionaire's First Love
Will You Be There?
Train to Busan
Miracle in Cell No. 7
I'm sorry I love you
Empress ki
Secret
Kill me heal me

Honestly you can cry in any show depending on your mindset at the time :p

Movies; 
More than blue 
Hope