The memory boxes produced by UK charity and support agencies such as Sands are given to families who experience stillbirth and pregnancy loss. These memory boxes form part of a twenty-year-old practice of bereavement care. In this article, we focus on the aspects of memorialisation present in narratives of pregnancy loss that involve a variety of material objects that women selected and chose to keep either within or outside of a memory box. Drawing on a selection of interviews conducted as part of a larger-scale investigation, we explore how women who have experienced a stillbirth or termination for foetal anomaly ascribe meaning to the objects they select. While some ‘melancholy objects’ bring consolation, others operate as unpredictable objects whose meanings and stories cannot be contained in the memory box nor narrated within the conventional discourses of bereavement that accompany the boxes. Such objects cause productive forms of disruption that, on the one hand, unsettle the discourse of bereavement and, on the other hand, offer a form of expression for women’s agency. Conceptualising objects of mourning as unpredictable helps to puncture the mainstream idea (in western society) that bereavement is a journey towards healing.