Pregnancy loss is common and can lead to long-standing parental depression and related problems. In this issue, a study of Danish registries by Bruckner et al. (Am J Epidemiol. 2016;183(8):701-708) correlates monthly trends in unemployment with monthly trends in reported spontaneous abortion, lagged by 1 month. The observed association might be caused by a general population phenomenon, as suggested by the authors, or might represent an increased miscarriage risk only within the subset of the population that is directly affected by lost income. Preventive interventions will vary depending on which interpretation is more likely. Research into the preventability of miscarriages and stillbirths is hampered in the United States by poor-quality vital registration of these events. Investment in improved surveillance systems is needed and would be worthwhile, as illustrated by the knowledge gained about the black/white gap in infant mortality when national birth and infant death records began to be linked. In addition, institution of the Pregnancy Risk Assessment Monitoring System in 1987 shed light on the association of stressful life events with poor birth outcomes. That system can be improved by sampling women who have experienced stillbirths. Better data would facilitate not only surveillance but also hypothesis-generating epidemiologic studies for identifying preventable pregnancy loss.