The answer to this riddle is the wind. This riddle appears as part of a competition between Roland and Blaine the Mono in the opening chapter of Steven King's "Wizard and Glass."
Blaine the Mono is a train on which Roland and his group took passage and were held hostage. Blaine agrees to let the group go if they pose a riddle he cannot answer. After hours, the group began asking riddles for which there are no answers. The final riddle posed by Eddie, the youngest member of the group, is "Why did the dead baby cross the road?" Unable to find the answer, Blaine's computer short-circuited.