Chiller: Toby (1995)

Ray and Louise Knight tragically lose Toby, their unborn baby, in a car accident. Although Louise has not made love since the accident, she soon discovers she's pregnant again. A routine scan reveals she is not pregnant, but her body insists she is. Incredibly, she goes to full term and even into labor, but to everyone's bewilderment, there's no baby. Then one night, Louise hears crying from the nursery and finds an old man with special powers who tells her that Toby is present and playing a horrible game with her.