I am so sorry to hear that. Blue Jays are nortorious nest robbers and they can get in just about anywhere. And they leave no tell tale signs that they've been there. I watched them do in a robin family while my back was turned. Grackles and Starlings can also do this. Please let us know if you find anything.

Nerry

My guess would be that the hatchlings died and the parents disposed of them. I've seen this on numerous occasions--especially during a cold, wet spring. We once had a pair nesting in a yew right under our window. We watched them sit and hatch 4 nestlings. One week the weather turned, and the nestlings died. We watched as one of the parents picked up a dead chick and flew off. I guess that explains why occasionally you'll find a dead baby bird in the middle of nowhere. I think this has been a particularly tough spring. I've noticed more failed nesting attempts at our houses than usual.

My guess would be crows, I have seen them stealing eggs from a Robins nest. They watch birds very closely during nesting season and will follow them to the nest.

Same thing happened to a nest we were watching this year.