Sometimes when I cry a lot I get very short of breath, what this can be?

Hyperventilation. Sounds like you get agitated & it effects your breathing temporarily. Try focusing on breathing out for as long as possible. It should have a calming effect.
Some ideas. It is possible that you hae asthma. We usually think of asthma being triggered by allergies, infections and exercise. Sometimes emotions such as crying, anger and laughing can trigger an attack. You should discuss this possibility with your healthcare provider.