Related Sermon: "The Gathering": http://www.unlockingthebible.org/the-gathering/
The Unlocking the Bible team provide an answer from Scripture and reason explaining that the unborn go into the arms of God in heaven when they die.
2 Samuel 12:23 is mentioned, "But now he is dead. Why should I fast? Can I bring him back again? I shall go to him, but he will not return to me."
This is a verse that helps us understand infant salvation.