How to soothe a crying newborn
The first thing you should do is to check for the basics. Are they hungry? Did they soil their diaper? Are they too cold or warm? Are they sleepy?
If none of those above seem to be the issue then I found a change of scenery worked well. If you are home, go for a walk with your baby. If you are out and about maybe baby is too stimulated and it's time to head home.
Also, car rides seem to work wonders for some babies. I don't know if it is the noise, sights or vibration of the vehicle but it can be a great way to let you both have a breather from each other.