I didn't cry at that scene but I felt extremely emotional and got teary-eyed (I was probably too in shock still after Zelda's true identity was revealed). Link's heartbroken expression was so unexpected and so heart wrenching. It was probably the first time Link felt THAT alive to me. That whole section is by far my favorite scene in the entire series. I was very impressed with the emotions and story Nintendo put in this time. I hope they continue doing something like this in the next major title on the Wii U.
I am also amused by the number of comments all over Youtube and the forums by men who admitted, "I CRIED MANLY TEARS!"
Also, I was afraid that Nintendo was going to end with her in a sleep that lasts until Zelda II (which has the sleeping Zelda), even though it wouldn't have made sense plot-wise. Was seriously freaked out about that. So glad Nintendo did not do that!
And the way Link catches Zelda when she wakes up and holds her hand as he leads her out of the room - sooo sweet!