When something outside of me causes an over-the-top response for me I get curious and wonder what is going on with me. I do not watch very many dramas and no horror movies because it is difficult but occasionally I will concentrate on just what the problem is with a scene that makes me cringe or change the channel or cry, etc.

I believe part of learning to care for one's self involves learning to "contain" one's self and be able to provide healthy boundaries where I know what is "mine" and what is not. If you are uncomfortable with the crying, I would look at what is hurting you that causes you to take a story so much to heart. If the crying feels "good" I would note that also and see if I can find ways to directly express my feelings when they occur in my own life, instead of "wasting" them all on a fake one.

I think we are built to interact with others and responding to a fiction on TV/movies instead of sharing our joy, pain, relief, etc. with other "real" people seems like a cheat to me, a common habit, that does not gain one anything much.

All of our experiences, even enjoyable, relaxing ones are opportunities for us and if you stop watching movies that make you cry, you will be replacing that "not" with something else, will it be as good an opportunity? There are no voids in our life, you can't stop one thing and not have something else rush in to fill the space, even if that something is just sitting staring off into space so, what else would you "rather" be doing or what would help you more, etc. than experiencing the movie?