When a baby is crying, it is important to assess what might be the problem:
-is the baby hungry?
-is the baby having some pain?
-is the baby medically ill?
-does the baby need to be changed?
-does the baby simply want affection or human contact?
It is important to meet the baby's needs.
Sometimes, though, the baby may continue crying, despite you addressing and ruling out the various possibilities described above.
What can you do?
I think it is important to be present with the baby. Be soothing and calm in your voice and touch and movement. Try not to react with frustration or anger or fear at the baby's continuing cries. But simply be present, gentle, and calm. Dance. Sit. Rock gently. Massage. Sing.
If you need to take a break, have one briefly, or have someone else take over for a while.
But return, continue, be present, be soothing, be calm, try not to let the agitation of the baby cause you to be agitated (if you become agitated or tense yourself, it may lead to a vicious cycle, and the baby may continue to cry with greater distress).
The baby will eventually stop crying. And it will learn over time that crying or distress may come and go like waves, but that there will be always someone calmly present. It is like the baby will learn -- with a guide (you) -- how to swim in stormy waters. The baby will eventually "internalize" the external guide, and this calming presence will become part of the baby's self.
I consider this to literally be part of healthy parenting and healthy infant development.
But I also consider it a metaphor for managing one's feelings and emotions at any time in life. Your emotions may be like the crying baby. The rest of your self is confronted with the task of handling the crying baby. So, be present, listen and attend to what the need may be; be soothing, be calm, try not to let the agitation of your "crying baby" cause the rest of yourself to be agitated. And you too may need breaks -- just like a tired parent -- and may need someone else to help out for a while.