1. Memories Are Forever (P.1 2.5): when he sees Michelle's photo developed in the darkroom
2. Distant Relative (4.4): In the study with Higgins after Rick attacks him over his sister Wendy's death. I think this is Magnum's most famous cry.
3. Deja Vu (P.1 6.1): in the short scene with Higgins at Robin's Keep before Jeffrey St. Clair's funeral
4. Going Home (6.7): In the final scene when he looks at his stepbrother Joey's name at the Vietnam War Memorial
5. Unfinished Business (8.

1. in the famous scene where he runs on the beach and then falls and looks up full of anger
2. in the final scene when he is about to kill Quang Ki and then decides not to.
these are all the episodes I remember where Magnum cries, if anyone remembers other episodes where he cries please reply to me