Anatomy of a Tear-Jerker
http://online.wsj.com/article/SB10001424052970203646004577213010291701378.html?mod=WSJ_Books_LS_Books_5
Twenty years ago, the British psychologist John Sloboda conducted a simple experiment. He asked music lovers to identify passages of songs that reliably set off a physical reaction, such as tears or goose bumps. Participants identified 20 tear-triggering passages, and when Dr. Sloboda analyzed their properties, a trend emerged: 18 contained a musical device called an "appoggiatura."
An appoggiatura is a type of ornamental note that clashes with the melody just enough to create a dissonant sound. "This generates tension in the listener," said Martin Guhn, a psychologist at the University of British Columbia who co-wrote a 2007 study on the subject. "When the notes return to the anticipated melody, the tension resolves, and it feels good."
Chills often descend on listeners at these moments of resolution. When several appoggiaturas occur next to each other in a melody, it generates a cycle of tension and release. This provokes an even stronger reaction, and that is when the tears start to flow.
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I'm not sure I buy this as a sole reason, but I'm sure there is an added value type effect. If the writing is crap, the tears won't follow.