Cry in sleep. Infants go through different stages of sleep at night just as adults do, just different amounts of time in different stages. In certain stages of sleep, people often make noise - talking, grunting, etc. A baby's communication is crying - so it is there way of talking in their sleeep. The trick is not to respond right away - if you touch/jostle etc they may wake up. Let alone to keep sleeping!
Night Wakenings. Generally, your child is not actually asleep when they are crying. They have awakened, and are trying to get back to sleep. We all wake up several times during the night, but as adults we put ourselves back to sleep so quickly, we are seldom aware of it. Infants have to learn to put themselves back to sleep. They frequently cry, because they are struggling with this.