Hunger, thirst, comfort, temperature, nappy. Check there are no labels or uncomfortable tags in the baby's clothes.
If they've recently eaten, they may have wind. Sit the baby up and gently pat and massage it's back until you get a burp up. If they seem tired, hold them close with their head on your shoulder and rock them, singing to them gently. Often it helps to go into a cool, dimly lit room or even outside. As a last resort, try taking the baby for a drive in the car!