“A Family at War” follows the parents and widow of a soldier killed in Iraq as they come to grips with their loss, each in a different way. Mike McKay, a retired lieutenant colonel, is sad but proud of his son, Jeffrey, an Army lieutenant who died in April 2003. So is Jeff's widow, Jenna, an Army lieutenant herself. But she comes to question her own future in the military. And for Jeff's mother, Roxanne, grief is soon tinged with anger as she comes to believe that “my son's death was in vain.”