Immunological rejection of the fetus due to recognition of paternal antigens by the maternal immune system, resulting in abnormal immune cells and cytokine production, is postulated to be one cause of unexplained pregnancy loss. Although there is evidence for this in rodents, there is less evidence in humans. This article focuses on studies in humans, and reviews the recent literature on the differences in immune cells and molecules in normal fertile women and women with recurrent miscarriage (RM). Although much of the evidence is contradictory, these studies do suggest differences in the expression of some immune cells and molecules in women with RM. Differences in the CD56+ population of cells are seen, and there is some evidence for an alteration in the ratio of Th1 and Th2 cytokines produced by peripheral blood monocytes (PBMCs) and clones of decidual CD4+ cells. There is also some evidence for differences in endometrial cytokine production, and in particular decreased production of pro-inflammatory cytokines such as interleukin-6. Possible reasons for the variations in data are discussed, and the importance of compartment (peripheral blood, endometrium or decidua) in which the cells and molecules are measured and the timing of the sampling, both with respect to the menstrual cycle and pregnancy (at the time or just after miscarriage) is emphasized.