The worst is when you are having a lucky strike and you are up for like 1 or more BTC having spent a really small amount, but because of greed you keep pushing your luck until you lose it all. But I have never actually cried from gambling because I never lose enough for it to be a real problem, it just lasts for a while and then you feel ok again. If you are crying over gambling you should probably reconsidering what you are doing.