This happened to my cousins friend.They were part of a steeplechasing team & were on their way down to London to take part in some eventing.On the way,one of the girls was eating Mars bars & by the time they got to their hotel,was complaining of stomach cramps & feeling pretty dreadful.She blamed the chocolate.
One of the other girls was a nurse & called an ambulance.When she was examined in hospital & told she was actually in labour,she couldn't believe it.She had a 5lb baby girl.
She had been riding cross country,jumping 9ft fences for the entire time still fitted into her jodphurs too & not realised.She had also split up with her boyfriend some months back & a baby was the last thing on her mind.
My cousin & I were talking both stunned that she didn't know she was pregnant & couldn't work out how she hadn't noticed.Then a few years later,my cousin had a check up after feeling unwell for some months & found that she was 4 months pregnant.It does seem to happen a lot.