Why does Jerry cry in "Through the Tunnel"? 

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Jerry cries from fear, embarrassment, frustration, and humiliation. 

At the beach, Jerry gets permission from his mother to swim away from her over by the rocks, a good distance from her. There he sees native boys, who are older than he, jumping and diving. "To be with them, of them, was a craving that filled his whole body." 
Like many young boys, there is an admiration for older ones, and Jerry is at the age of this desire. When he dives and the bigger boys make way for him, Jerry feels accepted. But, when the skills become more challenging, Jerry cannot compete with them and becomes fearful; for instance, when one of the boys dive into the water and disappears for a long time and surface on the far side of a barrier of rock, having held their breaths for a very long time and Jerry fears that he will drown:

...after waiting for the sleek brown head to appear, let out a yell of warning; they looked at him idly and turned their eyes back toward the water.

He counts faster as though to bring the boy to the surface. Then, the others dive in the water after their friend. In his immaturity and frustration, Jerry acts like a clown in order to recapture their attention. However, this action brings Jerry only embarrassment as the older boys turn their backs on him and swim to shore. As the boys gather up their clothes and run along the shoreline, in his humiliation, Jerry realizes that they are hurrying to get away from him. "He cried openly, fists in his eyes."

The emotional stress of his earlier fear that the boys would drown, and embarrassment of being able to only act the clown rather than the skilled diver bring the tears to his eyes, and he cries in his fears, embarrassment, frustration, and humiliation.  

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