I suppose it's different from different games. Some moments in games have made me cry (end of Journey, Giovanni's death, etc.) and some moments have been thoroughly entertaining. I play a lot of strategy games like Total War, Civilization, and AOE and I just can't get enough.
Maybe that's my problem. I tend not to go for story driven games. Most of mine are FPS and horror survival. The only thing those ever taught me was a recent lesson provided by
Outcast Outlast, which is that I could never trust my husband during a scary survival situation. He's gonna scream and cower and demand that I take care of it myself, just like he did when we were playing that game.
I hear that To the Moon made a bunch of people cry their eyes out. A friend bought it for me, but I haven't gotten around to it yet.