Shay,
We had two failed matches - in one the expectant mother first chose us, then changed her mind and chose a family who lived closer to her (she was across the country from us) and in the other, we were matched but the baby was born 10 weeks early and died two days before we were flying out there.
There are folks on these boards who have had failed adoptions where a child has been home with them, and it certainly is heartbreaking. For us, it took a lot of crying and a lot of prayer and faith that we would one day be with the child who was meant for us, and it did happen, as we are extremely blessed to have our daughter, who is now 2 years old and singing "On Top of Spaghetti" in the bathtub even as I type. (Uh, Daddy would be in there supervising bathtime... didn't mean to give the impression we let DD bathe alone!!)
You might find better answers if you post your question on the Failed Adoptions board:
http://forums.adoption.com/forumdisplay.php?f=410
Whatever route you and your husband take, I wish you all the best in your adoption journey.
Heather