A "cloud" is the answer for the following reasons that pertain to the above 3 criteria which are clues to the answer:
A cloud can fly without wings because the buoyancy of it's moisture is similar to that of the atmosophere, and thus it will float.
A cloud can metaphorically cry when moisture condenses into rain.
A cloud will cast a shadow wherever it goes and thus there is a slight amount of darkness underneath the cloud.
CLOUD..........................
Answer: CLOUDS it can fly without wings it can cry without eyes wherever it goes darkness follows it
"Sun" could be the answer.
I have four wings, but cannot fly, I never laugh and never cry, On the same spot I'm always found, toiling away with little sound. What am I?