Do some babies just cry when falling asleep?

I started Ferber this week with my 4.5 month old. There reason why I started it was because she would cry and cry when we rocked her to sleep. It would take 40 min or more to rock her and try to put her down and if she woke back up we had to start again. I figured if she was crying in our arms might as well cry in the crib. The first four nights went the <30 min and the last two nights (night 5 and 6) were over 30 but less than a hour. As I am watching her cry on the camera I can tell she is just frustrated. Do some babies just have to cry themselves to sleep?