Humpback Whale Caught on Camera Grieving Its Stillborn Calf
Weeping whales: Stillborn humpback whale grieving documented

A documented case of a humpback whale mourning a stillborn calf, reported by phys.org and discussed on Hacker News. Commenters note that orcas have also been observed carrying their dead calves, and one parent describes the scene as heartbreaking.
Any parent here who has known this loss can relate. Didn't think I'd see this on HN but yeah this is heartbreaking.