I haven't replied to this one yet because honestly, I cry at almost anything in a book (things I would never cry over for myself in real life), so I've probably cried reading more books than I've not cried over. I cry over lost pets, being misunderstood, being unfairly accused of bad motives/wrongdoing, deaths (when the grief is shown realistically), any time someone expresses sadness or regret...
So, yes, I think I cried during just about every single HP book
The worst book for me was Anne Frank's diary, though. About 2/3 of the way through, I'd become so invested in the character -- except this time she was a real person -- that I couldn't take it anymore and had to see if she made it. When I read in the back that she'd survived years in the concentration camp and died mere months before it was liberated, I was devastated. I threw the book across the room and didn't finish it until years later. I think I was about 11 at the time.
I won't list any more because basically, if someone else has said it and I've read it, I've probably cried over it, too. I think it's because I like to get really absorbed in the world of the book and almost assume the characters' role in my mind (which really creeped me out when I read Apt Pupil by Stephen King, which is about two serial killers -- but no, I didn't cry during that one, even when deaths occurred).