According to Dr. Juliet Burke on 'Lost', women who become pregnant on the Island never make it out of their second trimester. Because of the unique healing abilities imbued into people living on the Island, a woman's immune system would recognize the pregnancy as an alien invader and attack it.
Claire Littleton was over eight months pregnant when her flight, Oceanic 815, crashed. The Island really didn't have time to affect her physically before she gave birth.
This danger would seem to spell doom for Sun Kwon and her fetus, as she became pregnant some thirty plus days after arriving on the Island. (Her husband, Jin Kwon, was infertile before coming to the Island, but that same healing power increases the sperm count five times over!)
But there is a major difference between Sun and those other women, one which the show's creators may resort to in order to insure the character survives on the series (and they don't lose the services of the wonderful, beautiful actress Yunjim Kim!)
The nine women who died since Juliet came to the Island three years earlier spent the entire time of their pregnancy under the constant exposure of the electro-magnetic energies that emanated from the Hatch. Sun's exposure was limited to only the first sixty-eight days after the crash, after which the Hatch imploded due to the actions of Locke and Desmond.
In connection with Sun's situation, her pregnancy may have even benefitted from the implosion, bathing her in a different kind of radiation during the "Purple Sky" event, one that might actually protect the fetus.
Both splainins could be used also to cause Sun to suffer a miscarriage, and that would save Yunjim Kin from having to wear a fat suit maternity outfit on the beach!
Near the end of the episode, Juliet mentioned that she would soon have a sample from Kate Austin as well. Since Kate and Sawyer made the beast with two backs in the bear cages, it's probable that she's preggers as well! (We know Sawyer's not shooting with blanks - he's got a daughter named Clementine by Cassidy.)
Kate would be the first woman to get pregnant on the Island since the hatch explosion. Without that constant thrumming of that electro-magnetic wellspring, could it be Kate might actually have a normal pregnancy and survive to give birth. Or is the Island's healing properties really the culprit still?
If Nikki and Paolo were going at it like bunnies before they drifted apart (and remember, Claire caught them at it in Jack's tent in an untelevised scene), Ms. Fernandez was probably pregnant as well when she died. The same probably holds true for the late Shannon Rutherford and Ana Lucia Cortez. Both of them getting gut-shot probably saved the Island the hassle of killing them itself.
As always with 'Lost', these are just speculations. Like others have said before me, whatever comes I'm in it for the ride.