I've had this happen twice.
I'm 5 days late (normally regular 28 day cycles), and really thought we'd done it this time - had unusual cramps around CD21 and before AF due, but didn't come on and felt seasick all day over the weekend - same as I was with my first pregnancy. So despite my best efforts had got myself excited... still felt the sickness this morning but then some light bleeding, so I tested (I figured that if it is an early mc it would be good to know, and there might be enough hormone left to show up...). BFN and definitely on period now, sickness instantly gone.
Same thing happened before in Dec08 - it's so disappointing, but do you think it is all in my head, caused by thinking too much about ttc and symptom spotting, or did we actually conceive but it didn't take...
I might have to start testing for ovulation so I would then know if AF likely to be late and avoid this torturing myself.
Would love to hear from anyone else in similar situation.