Mmmh... off-hand I'd say Mushi-Shi. It's an episodic anime, so only one of the episodes has pregnancy involved, and that is episode 21. Although, it's a kinda sorta horror-ish spin on pregnancy, I guess.
Another anime that has pregnancy involved, this time as a rather important plot point, is School Days. Pregnancy also has a minor role in a couple of the episodes of Tengen Toppa Gurren Lagann, at the beginning of the after-time-skip story arc.
PS: Do you need these for scenes to use in an amv, or just 'cause you want to see the anime? If it's just for watching it's fine, but if it's for clipping purposes, then this thread would be more appropriate in the AMV Suggestions section, and I (or some other mod) will move the thread there (no need to create a new thread there if this is the case
![Smile :)](./images/smilies/icon_smile.gif)
).