Actually, when I first became pregnant, my husband and I had had concerns about sex during pregnancy. So, I talked to a nurse practitioner specializing in women's health, who I had known long enough to discuss personal matters with. She had assured us that the wall of the uterus was thick enough that my husband wouldn't harm the fetus during sex (a very real concern of his). Concerning the matter of how long we could continue to make love while I was pregnant, she told us it all depended on the individual woman. Some woman find sex too painful, especially during the third trimester, even in normal pregnancies. Other women, could have sex all through their pregnancies. She adviced us to avoid direct presure on the stomach. Well...that last thing brought up a related concern for me. Rather embarrassed, I had my husband explain to the nurse how I lay face down and masturbate by humping my pillow, or humping the bed, and how I had a concern about (ahem) indulging in my habit without hurting the fetus. The nurse very professionally told us that this should not pose a problem, either. Then, she lectured me on how masturbation was perfectly healthy and normal, and nothing to be ashamed of.
As it turns out, I was one of those lucky women who was able to continue having sex all through my pregnancy. Later I learned my daughter had to be delivered as a C section. Right up to the night before my caesarean, I humped my pillow, and I had sex with my husband, all without any difficulties.