This is from a short address I gave on what happens when babies die?
What happens when an infant dies? That child stands before the Lord with glory and honor as a joint heir of Christ. How can I say this? Because God is good and Christ died for sinners. The 19th Century Princeton theologian, Charles Hodge explained in his Systematic Theology: “[A]ccording to the common doctrine of evangelical Protestants  all who die in infancy are saved.”
Hodge explains that the death of Christ, according to Romans 5:18-19, undoes the work of death wrought by Adam:
We have no right to put any limit on these general terms, except what the Bible itself places on them. The Scriptures nowhere exclude any class of infants, baptized or unbaptized, born in Christian or in heathen lands, from the benefits of the redemption of Christ.
In short, Jesus saves infants.
This doctrine is quite dear to me. At nine months of age, my first son died. He had a seizure late at night, then his heart stopped and his breathing stopped. He died while his mother held him. The paramedics came, and despite their best efforts, his heart would not start again. A few hours later, as the sun came-up, a man came to our house and laid a sheet on the floor of my son’s bedroom. He took the body of myson, laid him in the middle of the cloth and wrapped him like a package and then carried him away.
I have never felt so hollow, so sad, so alone. The pain of death has a quality unlike any other. The death of a child strikes so hard, you can reach out your hand and touch it. I felt as if my heart had turned to stone. The sorrow is such that words fail.
Sometime later, I realized how my Lord and my son had much in common. When Jesus was born, his mother wrapped him tight; she swaddled him and loved him. And then, when my Lord came to die Joseph of Arimathea came for Jesus. “This man went to Pilate and asked for the body of Jesus. Then he took it down and wrapped it in a linen shroud and laid him in a tomb cut in stone, where no one had every yet been laid”
My son and my Lord were both wrapped in cloths at death –O the infinite love of the Lord! That He would willingly give Himself in the humiliation of death to rescue my son from death! How can I speak to such a thing?
And what of the Father’s love? I recall thinking that I would give the world to save the life of my son. And yet, I know, that God gave His Son to save the world (John 3:16). I cannot understand such a thing. The Father gave His Son for the sin of my son. My son, as dear as he was and is to me (for my son has died and yet is not dead – such is the paradox of God’s grace), was a son of the first Adam. My son was born under a curse. And so, God
Sent forth His Son, born of a woman, born under the lAw, to redeem those who were under the law, so that we might receive adoption as sons. And because you are sons, God has sent the Spirit of His Son into our hearts crying, “Abba! Father!” So you are no longer a slave, but a son, and if a son, then an heir through God.
Galatians 4:4b-7. My son was saved from the curse of sin by God’s Son bearing the curse of the law. Galatians 3:13.
How then can I say my son was saved? My son never prayed aloud – indeed, he could not make any sounds for much of life (because a feeding tube was kept down his throat). My son never understood the Gospel. My son knew little beyond needle pricks and hospital rooms – how could he be saved?
The reason I know my son is safe with God is because God sent His Son for my son. This is a doctrine so lovely and deep that I cannot lay out all the details in this small space – and so I encourage you to study further so that you can rejoice at the surpassing goodness of God.
First, read Spurgeon’s sermon on “Infant Salvation”:
Now, let every mother and father here present know assuredly that it is well with the child, if God hath taken it away from you in its infant days. You never heard its declaration of faith—it was not capable of such a thing—it was not baptized into the Lord Jesus Christ, not buried with him in baptism; it was not capable of giving that “answer of a good conscience towards God;” nevertheless, you may rest assured that it is well with the child, well in a higher and a better sense than it is well with yourselves; well without limitation, well without exception, well infinitely, “well” eternally.
You will find the rest here: http://www.spurgeon.org/sermons/0411.htm.
Here are two books for you to read: John MacArthur, Save in the Arms of God; and James W. Bruce III, From Grief to Glory.
Let me leave you with a letter written by the Scottish Puritan Samuel Rutherford to a dear friend on the death of her infant daughter. That letter reads in part:
Ye have lost a child: nay she is not lost to you who is found to Christ. She is not sent away, but only sent before, like unto a star, which going out of our sight doth not die and vanish, but shineth in another hemisphere. We see her not, yet she doth shine in another country. If her glass was but a short hour, what she wanteth of time that she hath gotten of eternity; and ye have to rejoice that ye have now some plenishing up in heaven. Build your nest upon no tree here; for ye see God hath sold the forest to death; and every tree whereupon we would rest is ready to be cut down, to the end we may fly and mount up, and build upon the Rock, and dwell in the holes of the Rock.
January 15, 1629; letter to Lady Kenmure.