Sleeping Habit Help

I have a 2 month old son who wants to be constantly held when sleeping! He does not like to be by himself. I feel like I have tried everything to get him to sleep some on his own. In the swing, in the carrier, in the bouncer, on the bed, self soothe a little, everything! As soon as I put him down he wakes up and starts crying.  I'm not really into the cry it out method because it doesn't work with him. At night he will sleep next to me for a little while before waking up, which is better then holding him all night long like before. I am basically just wondering if this is a phase that will pass or what?