Cry, weep, wail, keen, whimper, blubber mean to show one's grief, pain, or distress by tears and utterances, usually inarticulate utterances.
Cry and weep (the first the homelier, the second the more formal term) are frequently interchanged.
Cry is more apt to stress the audible lamentation, weep, the shedding of tears.
Wail usually implies expressing grief without restraint, in mournful and often long-drawn-out cries, moans, and lamentations.
Keen implies the wailing lamentations or dirges of a professional mourner.
Whimper implies low, whining, broken cries (as made by a baby or puppy).
Blubber implies scalding, disfiguring tears and noisy, broken utterances (as of a child who cannot have his way).