My mom lost one baby before me and one after me. I remember a conversation with her years ago when she says sometimes she still thinks of these babies, and how they must be in limbo up there and sometimes it brings her to tears. The 4Real people were discussing it recently and I culled the links to help myself and my mom:

Out on a Limbo, from Catholic Answers’ Karl Keating

A Q&A from Envoy Magazine (scroll down)