"Many of them are doing their own tests at home and if they see a positive pregnancy, that begins a whole cycle of anxiety again -- whether the test will go away and not be positive anymore or how long they will be able to hold on to the pregnancy," she said.
Once they are pregnant again, these women, "literally are holding their breath trying to make sure with sonograms that this baby is going to make it further than the next," said Chang.
Celebrities, from Marilyn Monroe to modern actresses Courtney Cox Arquette and Christy Brinkley have had repeat miscarriages.
Brinkley was 31 when she had her daughter Alexa Ray with Billy Joel, and 41 at the birth of her son Jack from real estate developer Rick Taubman. But in her fourth marriage to Peter Cook, she had three miscarriages, before giving birth to daughter Sailor Lee in 1998.
Olympic skater Nancy Kerrigan had six miscarriages in the eight years between her first and second child.
New research published recently in the British Medical Journal reveals that women who try to get pregnant again soon after a miscarriage may be more successful than those who delay conception, but fertility doctors say that doesn't eliminate the anxiety and trepidation.
"We don't tell people to stop trying just based on the numbers of miscarriages they've had," said Chang. "We give advice on the results of their testing. If they have chromosomal abnormalities, we have them consider going to an egg donor. If this is something autoimmune or clot-related or a septum, pregnancy rates can be improved, sometimes surgically. It depends on many factors."
Doctors also recommend counseling, because facing another pregnancy can take a "huge toll" on patients' emotions and even their marriages, she said.
As for Lily Allen, "I hope she knows to see a reproductive endocrinologist to get an evaluation," said Chang.
But the psychological impact of repeat miscarriages is incalculable, say many experts.
Television actress Kirstie Alley confessed in 2005 that her big weight gain began after she miscarried her only pregnancy a decade earlier.
"When the baby was gone, I just didn't really get over it. Neither did my body. I so thoroughly convinced my body that it was still pregnant after nine months that I had milk coming from my breasts," she told People magazine. "I was still fat, I was still grieving, and I had just been told it was very possible I would never be able to have children."
Ellen DuBois, 44, of Massachusetts said she felt alone when she had a miscarriage when she was 25. Her son would have been 19 today on years old this Thanksgiving.
"I have not had any children and quite honestly, am saddened by it -- I've been afraid of pregnancy since my miscarriage," said DuBois, author of the 2006 book, "I Never Held You: Miscarriage, Grief, Healing and Recovery" and creator of the Web site Miscarriage Help.
"I wrote about my miscarriage and shared tools for healing because I wanted to prevent another woman from feeling as alone as I did after mine," she said. "It seemed like every bookstore was filled to the brim on how to have a baby, raise a baby, get pregnant. There was nothing that spoke to the woman who just lost her baby. Not back then. If it existed, I couldn't find it. Many times I left a bookstore in tears -- or waited until I got to my car."