Last year I became too sick to fly. I knew I would have been turned away at the gate if I showed up in the condition I was. I canceled the trip just hours before departure. My doctor subsequently gave me a note to receive a full refund of the ticket. This was on United airlines and the note had a few stipulations. It had to be dated the date I was supposed to fly and make it very clear that I was incapacitated and required complete bed rest.

If you get a note from your doctor to attempt a refund, I would leave any mention of pregnancy out.