Crying obviously is quite an emotional reaction for a TV ad or song. This usually happens when you are longing for the emotional connection that will yield the same emotions as the ones evoked by that sad/happy song or heart warming ad. Am I right in assuming that you tend to withhold your emotions around other people? Perhaps to guard yourself against any vulnerability?

If so I am the same. And the only way to solve it is to allow yourself to become more expressive. Its hard because it requires you to trust others with your feelings and it may be uncomfortable at times. But it is far better than depriving yourself of an element vital to your mental and even physical health, emotional connection.