The Art of Condolence: What to Write, What to Say, What to Do at a Time of Loss.  This is a great book to have on hand - I picked it up in paperback when a close friend lost a family member.  You want to say and do the right thing but sometimes you just don't know.  The book gives readers practical and helpful ideas on supporting friends and family during difficult times of loss.  It is insightful, caring and also offers some unique historical examples of how others have handled such situations with grace. 

Also a nice complement to the website on Baby Loss, a tip submitted by MomsLifeSavers.