Whatever you do, don't give your baby alcohol. It sometimes works. Place your baby, tummy down, on your knee or on a hot-water bottle wrapped in a towel or warmed to a temperature that causes you no discomfort when held against the skin of your wrist. Rub or pat his back, which may relieve some of the pressure in his stomach. Granted, it's not always rewarding to be with a screaming baby, but it's important to comfort your child.
Some colicky babies prefer to be carried.
If this seems to be the case with your infant, invest in a baby sling or frontpack and tote him around with you. Spouses should spell each other, or hire a babysitter for a few hours. Sometimes a change of atmosphere helps. Try taking your baby for a walk, either in the stroller, sling, or front pack. The fresh air and rhythmic movement of walking may calm him and allow him to fall asleep.