This paper explores the special nature of bereavement in the case of first trimester miscarriage. It is theoretically informed by the sociological literature concerning death and bereavement and is empirically grounded in interviews with 79 women. We argue that the 'scientisation of death' in modern societies contributes to the uncertainty and isolation which distinguish early miscarriage as a unique form of loss. In the absence of clear cultural scripts to draw upon, many women interviewed gave meaning to their loss as 'what might have been' or what we call 'the loss of possibility'. Some women juxtaposed the failure of their pregnancy with that of modern medicine either to prevent the loss or provide a credible explanation for their miscarriage. Little research has been conducted in this area, since the pioneering work of Lovell (1983) andCecil (1984). Our research draws on one of the largest and most systematic bodies of data ever collected on early miscarriage, and provides continued evidence of the traumas of miscarriage. The strategies employed by women to make sense of, and come to terms with, their experience of miscarriage are explored, employing a typology of pre-modern, modern and postmodern responses.