Nope. Never reached tears. But did 'play along' and empathise, jaws clenched, or aww-ing, with some cool drama. In Sands of Times. Now that I think of it, I'm not sure even this happened in any other game. In general (I all the other games I suppose), I only ever reach some patronizing "ah I see what emotion they are going for, okay that's nice".
At least in that specific realm of emotions. I'm a bit more easy on "lolz" or "oh shit oh shit oh shit" or "waargh I'll get you for that you bastard" emotions. Or maybe they are easier emotions to generate, by themselves (in fiction at least).