Sometimes a dog might be hurt or sick, but they don’t realize this during waking hours. When a dog settles down to sleep, and its body is completely inactive, the mind registers this discomfort, and this can result in disturbed sleep or even crying during sleep.
Dogs can easily get over-excited, and, in this state, they can overwork themselves. This can lead to sleep deprivation. The result is that they get poor-quality sleep and can end up crying during sleep.
Dogs experience dreams just like humans, and that includes bad dreams. This is slightly more challenging to address, but it can be handled by comforting them.
In most cases, dogs will dream about their recent past. This could be the day they have just experienced or even the past few days.