Many women, when they become pregnant, are afraid their antidepressants may harm the fetus. According to an article I found from Ivanoe's Medical Breaktrhoughs, the risk is very small:

When women being treated for depression get pregnant, worries of fetal harm may convince them to stop taking antidepressants. Two studies reveal the risk of birth defects is virtually non-existent, except in the case of a few selective serotonin-reuptake inhibitors (SSRIs).

The story goes on, however, to warn that Zoloft and Paxil could cause some problems:

Researchers from Boston University's Slone Epidemiology Center report the SSRIs they tested do not appear to increase the risk for most kinds of birth defects. However, they discovered setraline (Zoloft) could be linked to omphalocele (where intestines or other abdominal organs protrude from the naval) and septal defects (defects in the walls that separate the chambers of the heart). They also linked paroxetine (Paxil) to certain heart defects that interfere with blood flow to the lungs.

Blog Bioethics warns:

Inadequate treatment of depression during pregnancy has been linked to self-neglect, poor nutrition, tobacco and alcohol use, lower utilization of prenatal care, exacerbation of postpartum depression, and maternal suicide.