Greystoke: The Legend of Tarzan, Lord of the Apes
http://www.imdb.com/title/tt0087365/
When he releases his ape father in Hyde park, they climb a tree and the soldiers come to shoot the escaped ape. Tarzan reaches for his father, but he doesn't realise the danger and is shot. Tarzan gets very sad....
I was 8/9 when this film came out and that bit made me cry.
I think I cried during ET a few years before too. Why were they so mean to the friendly little fella?