I knew of several. One girl who I grew up with, she didn't tell anyone until about a month before she gave birth. She was very heavy, and you could see her getting bigger but we thought she was just putting on more weight. Her parents were actually relieved because they thought she had a tumor or something causing her to get so overweight so quickly. The guy was worldly.. she wasn't baptized at the time so everything was ok, although her dad had to step down as an elder.
In our circle of friends, I know of 3 couples who needed to get married because she got pregnant, and I know that several others were doing it before the wedding vows, too. In our current congregation a girl got pregnant, 15 years old.
I know that many JWs mess around before they get married, too. The ones hung out to dry are those who get caught or who get pregnant. I really don't think there are very many who wait until their wedding day, although I know that there are a few.
GGG