I've heard that some airlines want a doctors note that it's ok to fly though. Just what I've heard, so you may want to look into that...
+1
We got a letter when my wife flew pregnant as the airlines told us we'd need it after 28 weeks. The first airline we flew didn't ask to see it and so we forgot to take it for the second flight, when they did ask to see it. We had to get someone back home to fax it through. Yes, fax. When it finally came and they let us check in, the guy says, "Ma'am, you're late and the flight has just about completed boarding, please run through security." Then he looks at my very pregnant wife and says, "Or maybe just walk quickly."