Some characters have pictures of pregnancy that have not been unlocked, but they are displayed as non pregnant
there are a few pregnancy states: not available, not pregnant, pregnant (early), pregnant (late), pregnancy limit reached. you have to use the special "have a child" option in order to impregnate a character.
the current list is: emily, rose, lisa, astra (in v37), layla, sarah, and naomi.
since v38 comes out soon i'll update this comment to reflect it but you can just read the patch notes