I rarely to never cry when it comes to things that actually happen to me... Usually the events that are strong enough to cause me to try (People dying, massive disaster, etc) also make me feel like I need to be stable and strong for others, and thus I rarely cry during massive traumas.
But I'm weird in that movies, songs, and good stories can easily make me cry. I'm a total sap for sad movies and my girlfriend is always surprised to find a guy that cries as much as her during movies. And movies and stories can do the same... I think it's a reaction to bottling up all the other extreme negative emotions in my life that, during things like movies where I've deemed it OK to cry, I let loose with all of my bottled emotions.
And to the people who feel like they should cry, but can't: Watch Grave of the Fireflies. Either you'll cry better than you ever have before, or you'l like a complete bastard for being unable to cry... But I've only met one person who didn't cry at that movie