I've never cried when playing, except possibly out of pure rage and frustration.
Anytime I experience the power of a full symphony orchestra in concert, my chest gets all tight, I get a lump in my throat, and I can't articulate for a few minutes. Same thing happens almost anytime I hear the National Anthem played live. We go to the Ft. Worth Rodeo almost every year, and when the band hits the first notes of The Star Spangled Banner, I inevitably tear up.
There are also certain pieces of music that affect me that way, especially if I haven't heard them in a while.