There are two times a movie moves me.
The first is when the protagonist overcomes all odds to emerge on top. The last scene of Dead Poets Society or the Jahanpanah Tussi Great Ho scene from 3 Idiots are good examples.
The second is when a movie mirrors the worst of the society you live in. It's scary - I go for a movie in a nice AC hall leaving the world behind and I am made to realize what is happening out there. It happened this Friday when I was watching Love Sex and Dhokha - Dibakar Banerjee, waiting for your next one!