I miscarried with no symptoms at all -- my body just absorbed the embryo at 13 weeks. 11 week ultrasound, everything was fine, 2 weeks later, I was empty. This was years ago, my first pregnancy, and it was without a doubt the single most devastating thing that's ever happened to me. I had to have "the surgery" to get cleaned out because my body physically refused to let it go. It was literally making me ill because I couldn't pass it (the leftover tissue).
It's a freak thing, but yes, it most certainly can happen.
The good news is, that a month after the surgery to the day, I was pregnant again, and it was perfectly healthy.
I'm sorry if it has happened.