The Wayne's death scene in BB and all the scenes that follow up until the Alfred comforting young Bruce. Music, cinematography and characters, it all comes together in a very emotional way to me.
Most Effective Emotional Scene
I can't distinguish just one scene.
There was many effective emotional scenes in Nolan's films. Like Cobb's farewell to Mal's projection in Inception and Mal's suicide in Inception, Bruce and Rachel in the end of Batman Begins, Rachel's death in The Dark Knight, Talia's revelation in The Dark Knight Rises. And, of course, many scenes in Interstellar: Cooper's farewell to Murph, Cooper leaving the farm, Cooper's leaving the farm to interstellar flight under the countdown and doesn't find Murph under the blanket, the years of messages, Murph's understanding who is her ghost and, of course, Cooper and Murph's meeting after so many years in hospital.
There was many effective emotional scenes in Nolan's films. Like Cobb's farewell to Mal's projection in Inception and Mal's suicide in Inception, Bruce and Rachel in the end of Batman Begins, Rachel's death in The Dark Knight, Talia's revelation in The Dark Knight Rises. And, of course, many scenes in Interstellar: Cooper's farewell to Murph, Cooper leaving the farm, Cooper's leaving the farm to interstellar flight under the countdown and doesn't find Murph under the blanket, the years of messages, Murph's understanding who is her ghost and, of course, Cooper and Murph's meeting after so many years in hospital.