Hm. Well, 16 month olds aren't big talkers yet. They have only a few ways to get their feelings across and crying is a biggie. Some kids just have more difficult termperments. I married the twin that cried a lot and always wanted to be held . . . so his mother told me a million times. My first suggestion would be to not look at it that way. He really can't help it. He's still very young and trying to let you know he's unhappy. What is so wrong with prefering mom's arms to anything else? I held my little one's a lot to be honest. So, I feel your pain but at the same time think you have to change your mind set on this.
No two children are the same and your younger twin is going to require more of your patience. The best route for this type of thing is what they call "redirection" which is another word for distraction. If you need to get something done, pull out a toy for each of them that they don't play with all of the time and have a back up when they tire of that one. If he is crying, show him something in the house to look at. With twins, you'll want to get them each used to waiting for you. When you are taking care of him ------- or holding him, say to the other baby . . . "please wait a minute X, I"m taking care of Y now." And then when you are doing something for Y you can say the same thing to him. He will then hear that people wait on each other.
My guess is that this little one will be high maintence vs. his brother. But that is alright. He will grow up and turn into someone's husband someday. (smile.)
As Margypops said---------- you do also want to make sure that nothing is bothering him like gas, constipation, teeth, etc.
Check out first that he has no pain anywhere are his teeth hurting him , does he eat well, does he feel jealous of the other twin do you give them equal attention , , when he cries to be held do you immediatly do it, because if you do he has learnt that ,thats what you will do if he yells.So dont reward bad behavior play with him when he isnt crying ...I dont personally believe a 16 month old has anxiety, but you can always ask your Doctor that question ...Good luck give him plenty of positive feedback ,make sure they get it in equal amounts ...or one will feel very left out and yell for that attention ....