Why does Winston cry at the end of "1984"?

Winston cries at the end of the book, in part, because he's been "broken" and, in part, because there is still a tiny part of him that knows he's not the man capable of free thought that he once was.  The part of him that used to have the ability to think freely and objectively is buried so deep inside that it can no longer completely surface, in fact, it is buried so deeply he is not even consciously aware of it.  If he were asked why he was crying he would probably respond that his tears were out of love for Big Brother.  And he would not be completely wrong because his tears are partly for BB.  That's how much he's been broken and how deeply buried is the Winston he once was.  He will never have the capability of thinking for himself again.