This sounds like what a book I read calls "the witching hour". Basically where babies have been stimulated so much during the day that they have to let it all out at night. They cry really for no reason other than needing to get the frustration of the day out. Our LO does this (he's just over 2 weeks old). He'll be fed, have a clean diaper, and still be inconsolable. The book says that cuddling them during this time only prolongs the witching hour because cuddling is stimulation. We let LO cry for about five minutes in a quiet place (usually his bassinet while we sit close by to make sure he's okay) to see if he quotes himself. Sometimes he does, but if he's still crying after the five minutes, we pick him up, cuddle him, soothe him until he stops crying, then lay him back down. If he starts crying again, we repeat the process. We only do this after he's been fed and changed (and bathed) so we know he's not crying from hunger.
Obviously I'm no expert, but this works for us. :)