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In the light of recent quantitative data showing a correlation between pregnancy loss (miscarriage or stillbirth) and symptoms of depression and trauma, three theories are explored in relation to miscarriage and stillbirth. Winnicott's primary maternal preoccupation, a ‘special psychiatric condition’ in which the pregnant woman identifies with her baby, highlights the crisis a woman faces when the baby with whom she is preoccupied and identified dies; the process of grief according to Bowlby and Parkes helps trace the difficult path a woman treads in mourning a miscarriage; and Klein's theory of mourning describes the internal landscape of depression. Published narratives of personal experience are linked with quantified research into miscarriage and mental health, and psychoanalytic case studies are used to trace connections into infancy and childhood, including one clinical vignette from the author's own practice. Experiences of isolation are explored, and also the sometimes unbridgeable gap between the need for support and what is actually available. The possibility of childhood trauma being re-evoked is discussed, and different kinds of identification with the dead baby are presented in the case studies, alongside a resume of Klein's theory of mourning in which there is a ‘dread of harbouring dying or dead objects (especially the parents) inside one, and an identification of the ego with objects in this condition’ (1935, p. 150), and where the introjection of the maternal object ‘miscarries, and the consequence is illness’ (1935, p. 146).