Why do our eyes tear when we cry?

Scientists distinguish three kinds of tears, basal, reflex and emotional.

Emotional tears are the ones that occur when we cry. These tears contain high concentrations of hormones that build up when the body withstands emotional stress. The reason people will frequently report feeling better after a well-placed cry is doubtlessly connected to the discharge of these stress-related hormones.

In case you are curious about the other types of tears, basal tears are the secretions responsible for keeping the eye lubricated and flow continously as we blink, and reflext tears are the secretions that occur to flush out irritants (dust, hair, etc.) from our eyes.

Resources:
Tearful Serenity
Cool Quiz