There's another crying scene with him in episode 2 from season 3 in The Fall. He's wounded in a hospital bed, having lost his memory. When he sees the girl who is his daugther his eyes fill with tears and his face is shown in a close up. The scene is around 52:00 minutes at the end of the episode.
''I like crying. And now I not only wanna cry and show my crying to other people, I wanna just split myself down the middle and open my guts and just throw everything out!''
Woody Harrelson
