I had one this year with absolutely no sign. In fact I was still having very strong pregnancy symptoms. We found out when we went for our 12 week scan - we could see straight away it wasn't right, and the ultrasound tech confirmed that the baby had died a few weeks previously. I was 12 weeks 3 days and the baby had died at about 7-8 weeks, but my body had continued to support it - uterus and everything else was the right size for dates. Even by the time I had my d & c 2 days later I still felt pg and had no sign of anything being wrong.

I think it is pretty rare for it to happen like that though - I know someone else who it happened to and she had some spotting before the scan.