Roissy recently drew up a list of female skills for attracting males, and although it is clearly weighted toward succeeding in short-term relationships, the rank order seems about right for getting married too. One quick way to see what has mattered to men is to look for sexually dimorphic traits. As Darwin noted, such traits can have the flavor of “armaments,” used to shove same-sex rivals out of the mating competition (such as deer antlers), or “ornaments” which attract mates (such as the peacock’s tail), or both. I’ll review some evidence that emotional vulnerability has been sexually selected in human females due to its attractiveness to males, rather than its use in female vs. female competition.
First, let’s use YouTube to convince ourselves that emotional fragility makes a female more attractive, regardless of her physical appearance. Consider Emmylou Harris, Karen O, Elizabeth Fraser, or Hope Sandoval — each is more desirable as a mate than if she were more tough-minded. In males, the attractiveness of fragility is conditional. If he can honestly signal manliness in dominating other males (however he does that), then emotional fragility around women may convince them that he’s the best of both worlds. But if he lacks drive or ambition, then fragility will only make him appear needy and pathetic. Males who succeed here include Johnny Cash, Mike Ness, LL Cool J, and Joey Ramone.
Next, let me clarify the term “emotional fragility.” It’s a tendency to cry easily about something that would upset a caring person, a trait that will move men to protect and comfort her. More concretely, I’ll treat it as a combination of the Big Five personality traits Neuroticism and Agreeableness, with more weight given to the former. A graph will help to illustrate :
As for sex differences in these traits, see this previous post for a review of a meta-analysis by Costa et al. (2001). In brief, across all cultures of the world, females score higher than males on average for both Neuroticism and Agreeablness, though the magnitude depends on the physical and social environment that the population is adapted to: Europeans show huge sex differences, while Africans and East Asians show less pronounced differences. Among Europeans, the female mean is between 0.5 and 0.6 SD above the male mean for both Agreeableness and Neuroticism. A new cross-cultural survey by Schmitt et al. (2008) confirms this, although they find a slightly lower difference between means in Agreeableness. Both of these articles also provide good overviews of previous research.
While other personality traits show sex differences, Neuroticism and Agreeableness are by far the most dimorphic. Interestingly, in the first large-scale study designed to test changes in personality during adolescence, using a personality measure very comparable to an adult measure, McCrae et al. (2002) found a significant Time x Gender interaction effect for Neuroticism. During adolescence, females were much more likely to increase in Neuroticism than were males, in both the US and Belgium. Neuroticism declines for both sexes in the mid-20s, and drops even further by age 40. So, we observe a pattern of dimorphism that emerges just after puberty and gradually switches off beginning at the age when females would have had their first child. It is similar to physical attractiveness in females or muscularity in males, suggesting it has been sexually selected.
It is clear that fragility is unlikely to count as an “armament” used for same-sex competition, since it makes one more vulnerable to intimidation, teasing, and other forms of pushing one’s same-sex rivals out of the mating market. We would expect it to be more of an “ornmament” that attracts mates, then. It may not make a female appear sexier, but when a girl starts to cry because she feels that she’s become a burden to her friends and family, it may be nonsense, but a guy can’t help but want to comfort her and protect her. Once she inevitably feels a little better, the guy will feel like he’s performed his service as a man. And, modern malarkey aside, guys feel good when they do chivalrous and manly deeds, so that they would seek out women who offered the greatest opportunity to do so, and girls feel good when these acts are done for them. 
Moreover, comforting a female in need often involves close physical contact, such as holding her hand, holding her close and rubbing the upper part of her back, brushing the hair off of her face, or wiping the tears from her eyes. Physical bonding like this strengthens the relationship two people have, and also signals to her that the guy is a “protector of loved ones” (to borrow a phrase from the Mystery Method) — a quality she is interested in during the years leading up to motherhood. It also tells her that he would take care of her if she became sick. So, it serves the dual purpose of attracting mates and detecting who among them is worth hanging onto.
 The fact that the Big Five uses the axes of low Neuroticism – high Neuroticism and low Agreeableness – high Agreeableness doesn’t mean anything deep about how the traits are realized physiologically, or about how genes influence personality. We could rotate the old axes by, say, 45 degrees and come up a new set of two axes: a Tough-minded – Fragile dimension and a Cordial – Irascible dimension. The old traits of high A, low A, high N, and low N would lie in the quadrants of the new graph. In short, like a physicist, I’m perfectly free to chose my coordinate system to make life easy; I’m not claiming that things are different from how they’re typically described.
 Of course, there is variation too — some women succeed in the tough-minded niche and feel belittled when men try to do romantic things for them, and thus around whom men feel little motivation to behave in a chivalrous way. Roissy’s many remarks about female lawyers serve as a good example of this.