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Lori Grimes became pregnant with Shane Walsh's child at the start of the apocalypse. She later gave birth to a daughter, Judith. However, both Lori and Judith are killed by Lilly Caul on the orders of the Governor. (Issue 39)
Christa is pregnant with Omid's child during the apocalypse. At some point though, after Omid's death, Christa had a miscarriage. (All That Remains)
A woman named Anna Correa became pregnant during the apocalypse, however due to Crawford's rules, this would mean she would have to leave the community or have an abortion. Anna, wanting to keep her baby, stabs Dr. Logan and guns down multiple Crawford citizens, leaving the fate of her and her baby unknown. (Around Every Corner)
Jane became pregnant with Luke's child after a one night stand. After Jane finds out about the pregnancy, she commits suicide. (Determinant)(Ties That Bind - Part 1)
Lori Grimes became pregnant with Shane Walsh's child at the start of the apocalypse. She later gave birth to a daughter, Judith, but not before dying during a Cesarean Section. (Killer Within)
A woman named Eileen is pregnant with a child. However, both of them are killed by The Governor, after a failure assault on the prison. (Season 3)
At some point Frances became pregnant and gave birth to a son, who would later be named Adam. However, she abandons her son to zombies, but he is saved by Connie. (Bounty)
Grace Mukherjee was impregnated by a man named Matthew during the apocalypse. Her daughter, Athena, was delivered by Morgan Jones. Sadly, Athena absorbed radiation from her mother's body and was stillborn. (In Dreams)
A woman named Bea gave birth to a daughter, Emma, during the apocalypse. However, Emma got sick from radiation and was mercifully smothered by her father, Fred.
Amelia Ortiz is pregnant with Isaac's daughter, Esmerelda, however during the events of the initial outbreak, both she and her unborn baby are accidentally killed by Hope Bennett after Amelia accidentally killed her mother. (Brave)
In flashbacks, Lily is 7 months pregnant with Laurent on Monument Day, a fact that she had hidden for months from her sister Isabelle. Lily goes into early labor, probably brought on by the stress of the outbreak, and is bitten before reaching the Abbey of Saint Bernadette. In the midst of giving birth, Lily dies and reanimates, and her baby is delivered via emergency C-section by the nuns and the priest. (Alouette)Quinn later reveals that he's the father, much to Isabelle's shock. (Paris Sera Toujours Paris)
A woman named Jane Carroll is pregnant. If Daryl Dixon chooses to save Terry Harrison, he will hear Jane screaming for help and for someone to save her and her baby, revealing that she was pregnant. (Survival Instinct)