Robert Bracken and Michael Findlay wrote an article entitled "Titanic's very youngest survivors" in the Titanic International periodical "Voyage," issue 27 in the winter of 1998. You could probably still buy a copy of that back issue through their website.
They list eleven woman who were pregnant:
In First Class:
1-Madeleine Astor, who gave birth to John Jacob Astor V;
2-Helen Bishop, who gave birth to a boy on December 9, 1912, but he died the next day;
3-Marion Kenyon, who lost her child;
4-Mary Farquharson Marvin, who had a daughter named Margaret;
5-Eloise Smith, who delivered a son on November 29, 1912, named for his father Lucian Smith.
In Second Class:
6-Kate Phillips, who gave birth to Ellen Mary Walker on January 11, 1913;
7-Argene Genovesi Del Carlo, who had her daughter Maria Salvata Del Carlo on November 14, 1912;
8-Juliette Laroche, whose son Joseph Lemercier Laroche, was born on December 17, 1912;
9-Adele Nasser, whose baby died shortly after birth in December 1912;
10-Ada Mary West had a son in the latter part of 1912;
And the only known passenger in third class:
11-Hannah O'Brien, who had a daughter named Marion on November 21, 1912 (In "The Irish Aboard Titanic," Senan Molony gives the date as September 3rd).
Mathilda Backstrom is not mentioned in the article and neither is Mary Corey.
Assuming all this information is correct, that makes at least thirteen ladies who were pregnant when the Titanic went down.
