How do I make my player cry at the end of the game?

You need to give the player something to care about deeply in the world (e.g. other characters). The setup for this needs to be done early so that the player has time to become emotionally invested in some aspect of the world.

For a masterclass in this, play the game Outer Wilds. It has the most impactful ending I've ever experienced in a game, in large part become you have become invested in the world and its characters and are sad to see it go. Makes me cry evertime. That's all I can say without spoiling it.

The ending of RDR2 (pre epilogue) is another good example.

One of the obvious ways is to make game crash enough but be good enough so that player starts it all over again. Eventually frustration from crashes will end up in crying. Another obvious way is to make game crash enough so that ending credits will free player from the pain. I'm sort of an expert in this field - anyone testing my proof-of-concepts can relate to crying a lot.

Now, seriously speaking.

Generally when you want to achieve is not a sad ending per definition - but happy-sad ending, so a player can relate a bit more to it (not just overwhelmingly negative in emotion). Such ending that requires some sacrifice (someone or something vital - that player has grown ties with - has to be sacrificed), you can also sacrifice the player himself, or prevent character in attaining the goal - but allowing him to grow. It's important to note that such endings tend to be more realistic than 'happy end' or 'nuclear apocalypse' - as adults can relate to this in general.

It's important to state that if you sacrifice something or someone - it has to be a character that player is attached to in some way throughout the game. Sacrificing a hated character or unknown character is not going to have any impact.

An example of such would be Enderal (and practically any of its endings - all of which are vastly different). To some extent also Mass Effect trilogy (although let's be honest here - they didn't really nail it) - the perfect were some specific moments from it, which also reflected this (curing the genophage).

Making the player cry depends alot on the player themselves.

That said, if the player enjoys your game, and the characters of the game are well-written, your players may be emotionally invested in the characters around them. Probably less-so invested in the main character directly, as the main character is often just what they super-impose themselves over.

Think of what games/movies/etc… made you cry. Try to analyze why you cried?
For me, music helps bypass my mental walls and stir up emotion, “priming” me to be more receptive to the sad/happy events happing in the game.

I don't remember whether I literally shed tears over it, but Chrono Cross had several moments that emotionally moved me. Again, it helped that Chrono Cross had some of the best game music of all time.
Two of the moments that moved me were actually not directly involving bad things happening to the main character:
1) The main character does a Face-Swap with the villian, and is accidentally in the villian's body. The villian's sidekick, an artificially-magically-created dragon-creature taking the form of a human female jester, now falls genuinely in love with the main character who she knows is inhabiting the villain's body, but tragically, she was created for the purpose of killing the main character, and is unable to overcome that primary drive within her, so she expresses her love to the main character, explains who she actually is, and begins a battle with the main character, but holds herself back so the main character can kill her so she doesn't kill him. IIRC, in was under a full moon in a lagoon. She was the only one helping you, while all your former friends unintentionally abandoned you, thinking you were the villian (since you were in his body). She wasn't even the main love interest in the game, but as a nerdy 15yo, she was certainly my love interested in the game. =P
Her sacrifice on your behalf by dying at your hand was, in my opinion, unnecessary and all the more tragic for it. This might be my mind doing historic revisionism, but I think I put the game down and waited a day or two before continuing the game.

"If you try and go against réalité... Réalité will surely crush you. Réalité will kill you. And réalité will continue to go on az if not'ing ever happened...
From yesterday to today, and from today to tomorrow. Réalité marchez on... Leaving your crushed body behind..."
— Harle

2) At the end of the game, if you get the good ending, you successfully liberate a princess who, to save her kingdom, merged herself with a monster and trapped it in time, to prevent it or slow it from destroying the world. M'kay, fine, whatever. But when you liberate her, she's tossed into the distant future, and the ending scenes of the game show her wandering through future cities. This was sad for me, not because she was a love interest, but because she was another sidecharacter's little sister, and he had been looking for her, travelling through time, for his entire life since he was a young boy. He had been looking for his sister, moving mountains, raising armies, and fighting everyone in his way - including you, in Chrono Trigger - for two full 60+ hour games (Chrono Trigger and Chrono Cross), only for you as the player to finally catch up to her, free her, only for her to yet again be tossed apart by a rift in time. Again, the tragedy here is what particularly moves me ("tragic: causing or characterized by extreme distress or sorrow").

@vilem otte So about your sacrifice ending (going to spoil the game here)

The main character has a friend throughout the game named Coda (yeah, the game has a lot of music puns) who is by your side the entire game. He tells jokes and is sometimes your literal therapist (lol). At the end of the game, you have to fight him, because the final boss knows that he has the same powers as you and forces him to fight you. My original idea was that if you hurt him enough, he would be free.

But now that I read your reply, I honestly think that he should be wounded REALLY BADLY. Just immobilize him. Make the players panic.

I also think that during the fight with the final boss, he should stay alive and the whole time, you have the threat of the death of your best friend.Also, at the end of the fight, there's nothing you can do, and he dies.

Also, now that I think about it, I don't really want the story to end happily, so I think if I leave everything destroyed, the player will think that it's all over, and there's no hope.

ANOTHER SPOILER: the main plot is that the big boss has put everyone who is not a member of his tribe under a spell that traps their minds. Maybe I could let the player know: “hey, your tribe is still braindead”. Then that would REALLY hurt.

If you think that's good to make someone be emotionally moved and you are somehow still invested in this post, please tell me.