I highly recommend the book "The Happiest Baby on the Block" by Dr. Harvey Karp, I believe. It shows all kinds of ways for soothing fussy babies such as swaddling them, bouncing them, white noise, etc. Our daughter would not sleep without the miracle blanket swaddler (www.miracleblanket.com).
If nothing works to soothe him, he may be having belly problems like a sensitivity to something in your breastmilk or his formula. Is he spitting up at all? That is a sign of reflux to look out for. My daughter was an exceptionally fussy baby, and it turned out that she had a milk protein allergy as well as severe reflux (but she was a constant spitter). If nothing works, a call to the pediatrician may be in order to rule out something more serious than simple fussiness.
Also, please know that colic is NOT a diagnosis. It is simply a word used to describe fussiness with no known cause. You have to figure out what the cause of the "colic" is to really treat it. Usually, it is a belly problem like reflux or a milk allergy. Good luck!