I have a rule I try to stick to whenever possible when pregnant in the city:
Never ride the el train unless you've gone to the bathroom within ten minutes of boarding the train, have a bottle of water and a snack with you, have a cell phone, and are desperate. Why? Because the el trains are always breaking down and you don't want to be the "pregnant woman removed from train and rushed to hospital after being stranded for four hours on the Brown line" in the newspaper. There always seems to be one of those women. And it is typically 90 degrees on the train, and everyone is packed in like sardines and no one is "sure" if you know what I mean. I'd much rather take a cab or ride the bus for pete's sake. Hitchhiking would be safer. Lucky for me, one of the few times I did take the train while pregnant was 4th of July and I was on the only train line leaving the loop that didn't lose power for a few hours. And yes, there was a pregnant woman on one of those other train lines that ended up in the paper the next day.
And to reinforce this, my boss just told me his wife was one of those women when she was pregnant. She got stuck on one of the trains while it was underground. After four hours of trying to reach her - cell phones don't work when you're down under - she finally popped up out of a man hole. With my luck my belly would be so big that I wouldn't fit through the man hole.
Let's just not go there.
Moral of the story: Be safe when you're "with child", be sure you have reliable transportation, and travel with the necessities so that you don't overheat, dehydrate, starve, or otherwise injure yourself or your unborn child.