Crying from fear or sadness (rather than happiness) involves more than just tears. The stress hormones adrenaline and cortisol make the muscles of your face and scalp scrunch up. This increases pressure on your skull, which can cause a tension headache.
A long crying session also works your facial muscles, and the lactic acid and other metabolic by-products of muscle fatigue will build up. These chemicals aren’t so easily flushed away, because the blood vessels around your face are also constricted by the muscle contractions. The resulting inflammation and nerve irritation turn into a dull aching pain.