Certainly Return of the King. But I cried in both the others too.

It always makes me cry when Gandalf dies, especially because the other Fellowship members are so sad... and Boromir's death typically makes me an emotional mess for days. And also, sometimes when Frodo says "I will take it!" at the council, I start crying, thinking of what will happen. And also when Gandalf and Frodo have their conversation "All you have to decide is what to do with the time that is given to you." And at the Mirror of Galadriel. And when Boromir and Aragorn have their conversation in Lorien. The first two years I loved LotR, I didn't cry in all those places. But after RotK, I... well, RotK changed a lot of things.


In TTT, I cry when Arwen has the vision of Aragorn's death, and also when Sam gives his beautiful speech at the end.


In RotK... when Arwen has her vision of Aragorn and Eldarion, when Faramir says "You wished now that our places had been exchanged..." and then when he's riding to Osgiliath with the Gondorian soldiers. And at the charge of the Rohirrim, and Theoden's death, and when Gandalf and Pippin talk about Valinor, and during the houses of healing, and when Pippin find Merry on the battle field... and then when Sam looks up in Mordor and sees the star... and then basically the whole last hour of RotK solid.