Just to help you out with the actual physical stuff - I am 17 weeks pregnant right now. Most people might not say "hey you are pregnant!" yet, but it's obvious my stomach sticks out a bit and I can no longer fit into any regular pants. I can't sleep on my stomach at all. I have just begun to feel the baby moving around inside of me, kicking, turning over, etc. I've also just had an ultrasound where I saw all the baby's parts and it looked entirely formed to me. We were able to find out it was a boy. If I miscarried right now, I'm certain it would involve contractions of some sort, a lot of blood, and definitely a placenta. (Unless it didn't all come out - then D&C would be necessary.)
I second what Palmfrond said about anemia not being able to cause fetal death prior to the mother. I'm thin and if I do not make sure I eat very regularly (every few hours), and sufficient amounts, the baby takes whatever it needs from my system. It really is like a little vampire.
I had one day where I felt really sick and did not eat hardly anything, and I paid for it by being exhausted and blacking out every time I stood up for the next couple of days. Just think about all of the women in countries where tons of people are starving who have babies.
Psychologically, I think it would be incredibly devastating to lose the baby at this point. I was at risk for miscarriage early in my pregnancy, and honestly it didn't bother me. I thought, whatever will be will be. Now that the baby has grown, and I have seen it several times on an ultrasound, and I know what the sex is - it's like all of those maternal instincts have settled in. I'm actually having nightmares now where I miscarry and freak out. I find myself thinking, if I miscarried, as horrific as it would be, I think I would need to hold the baby to get any sense of closure - because it is REAL to me. My understanding is that various women "bond" at different points - sometimes when they find out they are pregnant, sometimes when they feel it move, and sometimes not until it is born. I suspect a lot of women are like me, because having something move inside of you is VERY REAL.