How to Help a Crying Baby

It is perfectly normal for babies to cry. A healthy baby will cry for fifteen minutes up to an hour for no apparent reason at all. Most of the time crying is a form of communication, and the parent will treat the crying by going through the usual checklist of seeing if the baby is hungry, wet, cold, or wants to be held. Once these matters have been taken care of there are still times a baby will cry. The parent or care giver of a crying baby should not be regarded as a failure of some sort. 
Sometimes the bouts of crying in a baby are called colic. A baby with colic will draw up the legs and appear to be having abdominal pain. Some people attribute colic to intestinal gas. Some breastfed babies will be troubled by certain things in their mother's diet like cow's milk or chocolate. It can't hurt to leave those things alone for a few days to see if it helps. Some formula fed babies will cry because they are allergic to their particular formula. A doctor will suggest a change in formula especially if there is also a rash or some other issues. Most of the time any long unexplained bouts of crying will simply be labeled colic, and there is nothing to do but wait for the three or four months it usually takes to sort itself out.
After checking for the obvious needs, there are few things a parent can try to soothe a crying baby. First, sucking can help soothe some babies. A baby's craving for sucking is not usually satisfied with feeding alone. Extra time sucking on the breast, a pacifier, your finger, a blanket corner, or the baby's own thumb may help. Some babies need a lot of holding. This makes it very difficult for the mother to get anything done, including taking a daily shower or feeding herself. Some mothers use a sling or baby carrier to hold their babies while they get a few chores done. Sometimes it is movement alone that can soothe a baby. Some babies are soothed by being carried in a sling because they enjoy their mothers' movement. There are also indoor infant swings and bouncy seats that can provide repetitive movement. Going for a walk in a stroller or a ride in a car may help for the same reason. A change of scenery can also help sometimes. Just walking the baby outside a few steps from your house can distract them. Audio distractions are helpful for some babies. An example of this would be running a noisy dishwasher or vacuum cleaner. There are also white noise machines one can buy. 
Sometimes you just run out of options. You have tried everything you can think of and everything the books advise, and the baby is still crying. You may feel frustrated, but do not act frustrated. Never shake a baby. It can cause blindness, brain damage and even death. Sometimes you just have to say for your own benefit and your baby's, "I love you, but I don't know how to help you. I am here for you, and I will hold you as long as you need me to." Sometimes you reach a point where you just have to put the baby down in his or her crib and leave the room for a while. If nothing you do makes a difference, at least you can go find something to do to distract yourself a little. It is very stressful to listen to a baby cry. Remember that it is not failure on your part if your baby is a persistent crier. Eventually the baby will outgrow this behavior.