To be honest, I don't usually cry at dramas/movies/books, but
Yuuki is something else.. I couldn't help myself T-T
Other contenders in the emotional dramas category would be
Koizora (drama) &
Koizora (movie). I seriously have never seen more unlucky characters than the ones in this story.
Then there's impossible & tragic lovestory:
A love to kill.
And finally I would recommend
Tokyo Girl, which is actually not that tragic but the end is beautifully sad.
Yuuki & koizora were already mentioned before, so I really hope you take a look at them :3
Also, I must say I don't agree with people who mentioned
Healer &
Master's Sun. There were a few sad moments, yes, but they were both no tear jerking dramas. But I do recommend them very much but
Healer for the action aspect &
Master's Sun for the humour, not for the sadness in them :)
And for the rest, I don't know any of the other dramas that were mentioned here, maybe I should check them out too *-*