Yeah, my pair were like that also. I had one that would fall asleep by himself if you put him in his crib awake and he'd talk himself to sleep and one who would cry for 45 minutes while being held until he passed out. Whenever I could I would play with A, the more mellow one and hold him and explain to B that even though he was crying/grumpy/whatever, it was A's turn to be held. B cried, but he was right next to me and mostly holding on to my skirt or within my eyeline so I think he was just mad more than anything else. As time went on, I find that B is more able to go out into the world by himself and A won't even go downstairs to the main floor by himself. A is definately more insecure about the world and cautious about experiences. I chalk this up to somewhat personality, somewhat spending a lot of time by himself as an infant playing next to me while I held his screeming brother. I am trying to balance it out now and I take A with me on special trips to the grocery store and play with him more and build up his self esteem. It doesn't help that his brother thinks that he is turning 7, not 4 and can do a lot more than he can, but I see it balancing out now.
Don't worry so much now, but I remember thinking to myself when I found out about them is that sometimes, one baby just has to cry. As long as he is not in danger, you can see him and he can see you, I think it is more anger/upset than anything else.
Good luck and we who have BTDT are here for you.