When all else fails I try the following: Hold your baby high against your body, walk up and down a dark hallway, and sing to your little one. The walking is very soothing to them and the dark is relaxing. Additionally, a good technique is to firmly pat their diaper to the beat of whatever you're singing; don't spank them, but a good pat that helps them focus on the music can do wonders for stopping tears and will sometimes get out a painful burp.
Also understand that you may not be able to stop the crying; colic, which is periods of prolonged and seemingly causeless crying, is fairly common in infants and is thought to be gas. Just try your best to comfort your baby and talk to your pediatrician if the crying lasts for more than a few days or for extended periods.
Finally, I'd recommend this excellent article on the subject of colic. It includes a number of tips and phone numbers to toll-free help lines.
I wish you and your little one the best of luck.