I miscarried 17 years ago, between my DDs. You do stop thinking about it all the time eventually, but from time to time I still think about what that baby would have been like.
With my scientific head on, I do realise that the pregnancy wasn't viable, that the foetus was probalby miscarried because it wasn't forming properly etc, and that helps a bit, but I still get a bit sad thinking about it.
At the time, it really helped having DD2, though I was really worried about miscarrying for the entirety of that pregnancy, when I hadn't really thought about it first time round. I realise that I wouldn't have had DD2 had the miscarried pregnancy gone to term, and she's great, and that helps a bit, but still.....
It's not the same for men, because they don't experience the physical symptoms of pregnancy, so dont' appreciate the loss as much. DH was sympathethic at the time, but didn't have to deal with the blood, cramps, and the feeling of a potential life slipping away. I even know the exact moment I passed the foetus.