They can reabsorb partially developed fry, or give birth prematurely (fry are either born dead or don't survive long) if they're stressed.
They can also hold on to the fry if they feel insecure.
If you're looking at them and they appear to have given birth but you see no fry, chances are they ate the fry - happens all the time.
The best thing to do is keep them in a tank that's filled with fine-leaved plants - the female will feel safe and secure, and the fry will have a place to escape from her once they're born.