As parents and caregivers we're programmed to do basically one thing for newborns and infants; Stop. The. Crying! Of course know babies cry from hunger, discomfort or because they need to be close to us, so having lots of different soothing tools in your baby tool-belt is very helpful. Additionally, a technique that works for a week may never work again and just because baby doesn't respond to a certain hold or method doesn't mean they won't like it forever. So sometimes it's simply a matter of going down the checklist to be sure baby's needs are met and then going down another checklist of different comfort techniques.
Of course we also need to remember that all babies (yes, all) go through colicky periods, meaning that they cry for seemingly no reason. "Colicky" times are a normal developmental phase that babies go through during the first 4 months of life when they cry more than any other time. If your baby is not hungry, doesn't have reflux or gas, has a clean diaper is not injured or in need of medical attention there will still be times when they cry.
If you feel like you might be having thoughts that scare you while baby is crying, it is okay to put baby down in a safe place like the crib and walk away. If you’re concerned about baby, contact the pediatrician. If you’re worried about yourself or your partner, reach out to your local hospital or Postpartum Support International chapter for help.