It could simply be due to be a sentimentalist. I hear certain songs which bring a tear to my eye because they affect me in an emotional way. Sometimes it is the beauty of a song, and other times it is the song puts you in a place, back in time which you enjoyed loved ones' company and you are realizing that those days are in the past.
Memories are great things to spur you on in life, but it's bittersweet because those exact events... well, "we may never pass this way again" is quite true. But new memories are being made today to help you live in the now and find purpose today.
Jim Valvano summed it up quite nicely in his famous speech...
"To me, there are three things we all should do every day. We should do this every day of our lives. Number one is laugh. You should laugh every day. Number two is think. You should spend some time in thought. Number three is,
you should have your emotions moved to tears, could be happiness or joy. But think about it. If you laugh, you think, and you cry, that’s a full day. That’s a heck of a day. You do that seven days a week, you’re going to have something special."