let him cry it out?

I have a very fussy 6 week old baby. He cries every night for three hours stopping for a few mins here and there. I was holding him for literally three and a half hours last night trying to soothe him. How would you handle this? Would you let him cry it out? I feel bad letting him cry for over a minute so I pick him back up but it gets very frustrating as I have no help.
He's fed, burped, changed, rubbed, massaged, you name it.

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