In the Belisarius series Empress Shakuntala goes through pregnancy and successfully delvers an heir.
In the Parasol Protectorate series, Alexia not only goes through pregnancy while adventuring, but ends up giving birth inside a wrecked giant anti-vampire robot. Her life is like that.
In Sing the Four Quarters, the female protagonist is pregnant throughout the story, and eventually gives birth during a battle. Which she notably ends when in the stress of labor she accidentally summons a really large, really angry earth elemental that stomps its way through the enemy army.
Then ends up pregnant again in the last book.
Does she solve any problems in the book? In the movie she’s a victim, not a heroine.
It’s been a while since I read it but I am pretty sure one of the main characters in Neal Stephenson’s 3-book series “The Baroque Cycle”, Eliza (a heroine among heroes), has a baby at one point. I think in the last book.
Thanks for the rec, especially because it’s so timely - this book is free on Amazon at the moment: https://smile.amazon.com/1632-Ring-Fire-Eric-Flint-ebook/dp/B00BEQLQNE/ref=sr_1_1?ie=UTF8&qid=1489548346&sr=8-1&keywords=1632+eric+flint
And thanks all for the other recs too!
Light in August - William Faulkner. The heroine wanders around pregnant for a while, looking for unborn child’s daddy.