Oh oh oh. Itazura na kiss has a pregnancy. I'm not sure if we ever got to see her pregnancy though or if they just went from "I'm pregnant" to "Child is born :D"... Haven't watched it in many many many many years, and it was mainly because my friend wanted me to see it, so I remember nada xD But the main character was pregnant and got jealous because her daughter wanted to marry her father when she grew up.... The main character was pretty stupid..
And that's the only anime I've watched where someone has been pregnant (as far as I can remember).