Mine was Pokemon, but if we're not just talking about childhood stuff, the first non-childhood anime to make me cry was either Clannad or Death Note. I don't remember which one I watched first. But I've cried over plenty, since I'm over emotional, lol

Fruits basket and angel beats made me sob :c more recently though Devilman Crybaby made me cry too

The first Manga that made me cry. and I dont mean "it made me sad" ( cause many manga did THAT ), I mean "I was so deeply moved actual tears flushed out of my eyes and wet the pages they fell on" crying? That was One Piece to me. Tho admittedly it wherent tears of sadness. But of being so deeply moved. I hadnt witnessed friendship bonds as tight as in this manga before.

As for crying with sadness? Yeah that was Fullmetal Alchemist Brotherhood, way when i was in college. I dont even have to say what scene. YOU KNOW! ... NO! That other one!!!