Pregnancy was the carrying of one or more offspring inside a womb, characteristically by the females of a species.
According to one account, all pregnancies on Gallifrey ended in miscarriage when the Pythia cursed her world with sterility. Even Rassilon's wife was said to have endured this curse. (PROSE: Cat's Cradle: Time's Crucible) This required Time Lords to adopt the asexual "Looming" process of artificial genetic reproduction. This resulted in the elimination of direct, lineal familial relations, rendering all relationships collateral. In other words, Time Lords of the same family (or "Chapterhouse") could at most be only cousins of each other. However, the Pythia's curse did not seem to extend to off-worlders, as Leela was pregnant with Andred's baby. (PROSE: Lungbarrow)
Most other accounts did not support the idea of the Pythia's curse, showing that Time Lords had at least approximately human sexual relations. Susan, for instance, had an apparently Earth-normal pregnancy to produce her son; the extreme xenophobia present on Earth in the 2160s and 2170s would have made her a social outcast had her pregnancy been viewed as abnormal. (AUDIO: An Earthly Child) The Master once reminisced with the Tenth Doctor about "[his] father's estate". (TV: The End of Time) As well as this, the Eighth Doctor made mention of a father, (TV: Doctor Who) and the Tenth Doctor mentioned a brother (TV: Smith and Jones) and children (TV: Fear Her, The Doctor's Daughter) — not to mention the fact that Susan and Alex Campbell were unambiguously identified by the Eighth Doctor as his biological grand-daughter and great-grandson. (AUDIO: An Earthly Child, Relative Dimensions) One account showed numerous groups of families with Gallifreyan children on the planet Gallifrey during the Last Great Time War. The Doctor knew by his tenth incarnation that on the last day of the Time War, 2.47 billion children were on the planet. (TV: The Day of the Doctor)
The Doctor's companions
Only a few of the Doctor's companions and close allies were known to be pregnant. Most were pregnant long after they stopped travelling in the TARDIS. Dodo Chaplet, for instance, was pregnant with James Stevens' baby when she was murdered by Francis Cleary. (PROSE: Who Killed Kennedy) In 2600, Bernice Summerfield became pregnant with Adrian Wall's baby when Avril Fenman temporarily took over her body. (PROSE: The Squire's Crystal, The Infernal Nexus, The Glass Prison)
One pregnancy in a companion's family can be directly attributed to the Doctor's matchmaking. After the Tenth Doctor's repeated insistence that it would be a "good match", an alternate Peter Tyler pursued a relationship with Jackie Tyler. She was pregnant with his son by the time that the Tenth Doctor summoned Rose Tyler to Bad Wolf Bay. (TV: Doomsday)
One companion was known to be pregnant while an active TARDIS traveller. After being exposed to psychic pollen, Amy Pond dreamed that she was pregnant with Rory's baby. (TV: Amy's Choice) She later fell pregnant and gave birth to River Song, conceiving her while in the Doctor's TARDIS and it was confirmed that being conceived in the Time Vortex had given River Time Lord-like characteristics. (TV: A Good Man Goes to War)
Another companion, the male Chris Cwej, was known to have impregnated a couple of women — Ishtar Hutchings and Dep — that he met while the Seventh Doctor's companion. (PROSE: Happy Endings, The Also People)
In 2006, Cathy Salt was pregnant when she interviewed Margaret Blaine. Blaine, who was actually Blon Fel-Fotch Passameer-Day Slitheen in disguise, planned to kill Cathy, but let her go when she learned of her condition. (TV: Boom Town)
A year later, [disputed statement] Gwen became pregnant for real with her husband Rhys Williams' baby. This happened despite her use of contraceptive pills. Gwen blamed the various medications she had been given as a member of Torchwood Three for the failure of her contraception. (TV: Children of Earth: Day One, Children of Earth: Day Two)
Shub-Niggurath was pregnant when she arrived into the beginning of the universe from the previous universe. She delivered her child on Polymos, which became the Nestene Consciousness. (PROSE: Synthespians™)
Behind the scenes
A few actors made public the fact that they were pregnant while filming Doctor Who. Caroline John was probably the first, though she didn't let producer Barry Letts know about it. Nevertheless she definitely was pregnant during the filming of The Ambassadors of Death, and even performed some ill-advised stunts. (DCOM: The Ambassadors of Death) Wendy Padbury was also pregnant during the filming of The Five Doctors and had to have rather oddly-designed clothes to conceal the fact. Unfortunately, she miscarried soon after recording the story. (DOC: MM VHS 7) Tracy Ann Oberman learned of her own pregnancy during filming of her role as Yvonne Hartman in the two-parter Army of Ghosts/Doomsday.
At least one false pregnancy was circulated by the Doctor Who production office. Mary Tamm claimed that John Nathan-Turner invented the rumour that she left the programme was because she was pregnant. In fact, though, her daughter's birthday was proof she couldn't have been pregnant while filming even the later part of her tenure.