1. Literally, to cry until one falls asleep. I was so upset after the funeral that I cried myself to sleep.

2. When used figuratively, this phrase indicates that one is very upset about something. It is often said sarcastically to mean the opposite. I'm not thrilled with that grade, but it's not like I'm crying myself to sleep over it. Yeah, I'm sure that actor is really crying himself to sleep over a bad review!