According to Tom Lutz who wrote "Crying: The Natural and Cultural History of Tears", there are some studies that show hormone release (which might be occurring to the sensation of pain or due to depression/anxiety) cause the release of tears. There are actually several "types" of tears: one are everyday tears that keep your eyes moist, another are reflexive/irritant tears (like those that are released when you cut an onion or get poked in the eye), and then there are emotional tears. These emotional tears actually contain hormones, so it may be that this is a way of the body to release the hormones that are making you feel bad.