Forget all sad experiences and the movies. Those things are not the right ways to how to make yourself cry. This is what I learnt from a friend, which I have used severally and find very effective:
1. Learn chin quivering. I do not know how this works, but if you are able to get your cheeks to quiver ever slightly, you can cry effortlessly. I can't say if it is due to the sensitive nature of the mouth, cheeks and lips. Have some sensitive pressure zones. When you quiver these pressure zones rapidly, you will naturally feel it.
2. Learn to produce tears easily. One easy way to produce tears without having to splash anything like water or Visine into your eyes is to avoid blinking. Keep your eyes wide open. Your eyelids moisturize your eyes each time you blink. When you fail to blink for long, your eye will try to manipulate the flow of moisture they would have gotten if you had blinked. This manipulation leads to the flow of tears, which is the principle behind the use of Visine for relieving eye dryness. It is important to point out the need for you not to make this a regular habit. Try to be real and don't fake things that should come naturally. Cry only when you need to do so and not by trying to force your eyes to produce tears involuntarily. I know one or two people who use this technique to entertain others. This technique can be ideal for talent hunt shows.