Yes, they do cry but in different way . In normal they bark but during crying they Yelp its more like to howl. Their can be may reason for this few of them were listed below - Dogs are sensitive animals and loves company of others. Thus they suffer from anxiety when left alone. Yo can see the change in voice and expression of eyes suddenly. Dogs express their anxiety though wailing, scratching, licking their nose or going around the circles. As they are attached with us they see us coming and going out of the house and if you keep him waiting for the long time it will make him cry. Physical pain can also make them cry cause of physical pain can be some medical injury or medical problem such as joint problem.As like human if not feed and left for long time they may cry due to hunger. As told earlier they are sensitive animal, so they share their masters grief. If they are not able able to find one family member for long time it make them sad. They also miss and cry if someone from family passed away and is close to him .