Why do my eyes feel itchy when i cry?

Likely normal.: With increased congestion of the ocular (eye) tissues plus a release of inflammatory chemicals (modulators) in the tissues, a bit of itchiness can be normal. If symptoms are more severe, it may be an underlying allergy response or even due to the contact with something being used at the time of the episodes (such as hands or a handkerchief chemical or tissue paper you are sensitive to).

Itchy tears: Tears contain a variety of important proteins and factors that make them the ideal ocular lubricant and protection. Tears produced in crying are made by lacrimal glands and accessory tear glands capable of profuse tear production that is different than the baseline secretion of tears. Differences in this composition may account for the itchiness. Be sure to check for blepharitis.