went with my wife to an ultrasound at about 21 or 22 weeks into the pregnancy. The ultrasound tech was all bubbly (appropriately so) and got to the part where she asked, "So do you want to know if it will be a boy or a girl?" Right after she said that, her smile turned into a straight face. She made a valiant effort to play it straight, but I wouldn't bet on her in a poker game. She said she needed the doctor to look at something and rushed out of the room.
He came in and within a matter of less than five minutes we were being told the baby's heart had stopped, it was no longer alive, and here's the back door so you can exit without having to go in front of all the other expectant mothers waiting for their appointments on your way out.
We had to make an appointment with the hospital to deliver the body and my wife went through labor that wasn't much different from our kids that were born. I was amazed at how developed the little body was after 20 weeks. It was a boy with fingers, toes, eyelids etc. It looked like a little doll.
We were asked if we wanted to spend a little time alone with the body. And we did. I would have been fine without holding it, but the fact that I chose to hold him seemed significant to my wife and helped with the grieving process. We even decided what we would have named him and didn't use that name with another son that was born later.
Nothing about that was absolutely essential, but it helped bring some closure.