Cry for the moon ask for what is unattainable or impossible.
cry one's eyes (or heart) out weep bitterly and at length.
cry stinking fish disparage one's own efforts or products. From the practice of street vendors crying their wares (shouting and praising their goods) to attract customers.
don't cry before you're hurt sometimes used as a warning against appealing for sympathy on the assumption of an unpleasant outcome. Recorded in English from the mid 16th century, but a similar saying is found in early 14th-century French.
in full cry expressing an opinion loudly and forcefully. Full cry originated as a hunting expression referring to a pack of hounds all baying in pursuit of their quarry.
it is no use crying over spilt milk it is pointless to repine when it is too late to prevent the misfortune. Saying recorded from the mid 17th century.
See also cry wolf, much cry and little wool, sing before breakfast, cry before supper.