I fly, yet I have no wings. I cry, yet I have no eyes. Darkness follows me. Lower light I never see.
The answer is a cloud. The reasoning behind this is that clouds can move through the sky as if they are flying, but they do not have wings. They release rain as if they are crying, but they do not have eyes. Clouds often bring darkness with them, and since they are high in the sky, they do not experience lower light sources like streetlights or lamps.