"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," Chang said.
Celebrities, from Marilyn Monroe to modern actresses Courtney Cox Arquette and Christy Brinkley, have had repeat miscarriages.
Brinkley was 31 when she had daughter Alexa Ray with Billy Joel, and 41 at the birth of son Jack with 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," Chang said. "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 Allen, "I hope she knows to see a reproductive endocrinologist to get an evaluation," Chang said.
But the psychological impact of repeat miscarriages is incalculable, many experts said.
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," she told People magazine. "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.
"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."
"For years, I have seen women come into the emergency room late at night having a miscarriage," she said. "My heart goes out to them. This is not something medicine does well, meaning we have a good way to assess and evaluate and work up patients, but what we don't care for the whole person.
"There is a norm in the culture to dismiss the loss very quickly," she said. "The most common response from family and friends is, 'Oh, well, it's probably a blessing. There was probably something wrong with the pregnancy.' That might be true but it's not an acknowledgement of the loss."
Grief can be as great with the loss of an early pregnancy as with the loss of a child, according to Gaudet.