E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Weeping Cross.
To go by Weeping Cross. To repent, to grieve. In ancient times weeping crosses were crosses where penitents offered their devotions. In Stafford there is a weeping cross.
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Few men have wedded their paramours but have come home by Weeping Cross.Florio: Montaigne.