Why do movies make me cry so easily?

I'm a full grown man with a girlfriend. When I watch movies I often cry during intense parts. Not like boo-hoo crying but tears do come out of my eyes. And not during sad parts, but ALL intense parts. It could be a good martial arts fight that does it. I try to control it but have little success. Obviously it's pretty embarring. Any advice? I guess I'm pretty sensitive and I need to get that under control.