Nobody is entirely certain, cosmologically speaking, what happens to a fetus that miscarries. (If the Supreme Court can't agree on it, what makes you think the occult underground would do any better?) Conventional wisdom suggests that they pass beyond the Veil just like any other decedent. However, there are rumors that sometimes, the parents' grief and love and anguish keeps the ghost from passing beyond the Veil. Weirdly, some occult scholars claim these form the basis of legends of the Fair Folk (see Postmodern Magick, pg. 129-131), but some claim that under the right circumstances, the fetal ghost can become a Doll Baby. (The "right circumstances" aren't well known, but it's suspected that it's any stillbirth wherein the parents are upset enough to turn it into a power-object fixation. Does mom carry around a doll and refer to it as her dead child? There's a strong possibility that child will become a Doll Baby. Granted, nobody knows because the circumstances required to make a Doll Baby are intensely rare and few people even know about them.)
Doll Babies flit around the astral plane, nearly invisible, trying desperately to find the appropriate emotional resonance to feed. ("Feed" might be a strong term; the Doll Baby wants to live the life it missed, but in this case, feeding is a relevant enough analogy.) Specifically, Doll Babies feed on the parental instincts of those without children — a child playing with a baby doll and miming taking care of it is a potential candidate, although two teenagers taking care of one of those artificial babies is an even more potent resonance.
Once the Doll Baby has found suitable foster parents, it gets to work. To maintain the emotions it needs to stay on this side of the Veil, the Doll Baby implants the suggestion that the parents are loving parents, and they should try to have a child. The Doll Baby feeds on emotions throughout this process, but its ultimate goal is to live the life it missed by any means necessary. Most Doll Babies do this by attempting to possess the conceived child in utero or as it's born. If a Doll Baby fails, it usually leaves; most occultists assume it expends the last of its energy, and so either dissipates or passes beyond the Veil.
Doll Babies have enough psychic oomph to permanently throw out the soul of the possessed child, but at the end of the day, they're basically just revenants. Once they find themselves in a familial situation, they have little volition for anything else — such are typically quiet, often nonverbal, and occasionally catatonic. Such children are often erroneously diagnosed with autism.
There are unsubstantiated reports of potent Doll Babies able to possess the actual dolls themselves and create Unnatural Phenomena, but so far, no one has proven such things.
[Stats below are for UA3. For previous edition stats, you can just use the generic stats for Revenants (UA1, pg. 154, or UA2, pg. 305). A resisted Soul check against the parents can instill the desire to have a baby; a resisted Soul check against the baby possesses it. (Possession rules can be found in demon section, UA1, pg. 147-149, or UA2, pg. 220-222.) Assume babies have Soul 10 for the purposes of resisting possession.]
Doll Baby (Significant)
Raging against the dying of the light
Wound Threshold: 30
Instill Love 50%: The Doll Baby rolls this ability to instill parents with the desire to have children. It works just like a coercion attempt: either the parents can start family planning, or take a rank-5 Self challenge.
Possession 30%: The Doll Baby rolls this to attempt to possess an unborn or recently-born child. It if fails, the Doll Baby leaves and never returns.
Urge 30%: Doll Babies have an Urge stat, relating to being part of a family. Outside of a body, they're astral voyeurs; inside a body, they try to be the warm center around which a family gathers.