In my case it was Bach's Passacaglia in C minor played on a carillon. It is so beautiful I had to listen again, went to sleep with it going round in my head, and woke early to listen again again. Then it was stuck in my head all morning.

I don't know what makes this so good and so moving. Perhaps it's the idea of this music, which with its repeating bass theme to me just speaks of continuity, gently descending from above, anonymously from a church tower. Perhaps it's the minor thirdy-tone of the bells themselves that complements the melody. Perhaps it's also the stunning technique, which I almost failed to notice (true genius is making complicated things so simple no one notices). Perhaps also it's the surprise value. I don't know.

Mussorgsky Pictures at an exibition (and Ravel's Orchestration).

I used to just listen to the Promenade and variations, but it's all so great. The final? starts quiet and calm. There is a bit which reminds me a little of Stravinsky's Firebird. Then a buildup into a massive slow pompous outburst. Magnificent.

Oh Mio Babbino Caro by Puccini made me cry the last time I heard it. I can't remember who was singing it but it was like a tidal wave of emotion from the first note and tears streamed down my face. It was awesome!

Funnily enough it was that tune which last made me cry, too, but in this context:
http://www.youtube.com/watch?v=yH_RlC6Ahe8

(takes some time to kick in...)

Sibelius Karelia Suite. Don't know why - it just moves me.

In no particular order:

1. The St Matthew Passion chorale - http://www.youtube.com/watch?v=B4JYwbWwNSs . I am not religious in the least, but I find this particular musical setting of the story very moving.

2. Clair De Lune; to be more specific, the way the first theme comes back at the end of the piece. I think it is genius because the notes are mostly the same, but because there are a few minor notes introduced into the chords, it sounds that much more wistful.

3. The last movement of Mahler's 5th Symphony. I'm hard pressed to think of anything that sounds more joyful.

4. The horn solo that opens the chorale at the end of the Firebird which to me is the epitome of "everything's going to be all right". However as a former horn player, I do also have quite nerve-wracking memories of waiting for that entrance

JamesK - I know exactly the sort of thing you mean about Pictures & Firebird - I really like all instances of that sort of melody - another of my favourite instances of that is in the last movement of the Gliere horn concerto.

5. This particular Voi Che Sapete: http://www.youtube.com/watch?v=Q-e0fHUoKD8 . I normally really really don't like opera, but I think this particular version of the aria is so perfect in terms of getting across that scene.

ps. I know you said "the last piece", but I'm greedy But if you REALLY want the literal last piece I found moving, it was Land Of Hope And Glory sung by the soaking wet choir on top of a boat in the pouring rain.

Only in England...

When my group violin class plays Tallis's Canon in unison, in 8 parts, then in unison with a lovely graded diminuendo and rallentando...

Every time I feel moved, proud, teary

Not the last piece that I listened to and enjoyed, but the last piece I really fell in love with would be Berg's Seven Early Songs. It is simply AMAZING!