Why is Jem crying?

Jem is traumatized because he has figured out that Boo Radley was the person who has been leaving the gifts for Scout and him. The hole that has been cemented up means that Boo’s only communication with the outside world has been cut off, and Boo has likely been punished, as this is a difficult concept for a child to interpret Jem cries because of this, likely as he is empathetic toward Boo Radley.

 

Source:  http://youtu.be/571BuZeeQjE