I've been vegetarian followed by vegan since I was a kid. All my tests have been fine so far (am 19 weeks), and none of the medical staff I've mentioned it to have seemed at all concerned or told me to add anything in.
I am taking a pregnancy multivitamin most days but I'm also getting B12 from yeast extract (generic marmite), and making sure I have enough fresh fruit and veg and wholegrain stuff.
Getting plenty of essential fatty acids (particularly omega 3) from walnuts, rapeseed oil in cooking, hempseed oil (called Good Oil, got it from Waitrose but I think they do it in other supermarkets too) in salad dressings and drizzled in soup before serving. Hempseed oil is meant to be a really good balanced source of omega 3, 6 and 9. Planning to start having smoothies with ground flax seeds (for omega 3) soon as they'll have a double bonus of keeping me regular!
Protein you can get from pretty much everything. I believe pregnant women are meant to get about 55-60g of protein a day, and the stuff is in things you wouldn't even consider, like orange juice, which I discovered just the other day when I was idly looking at the nutrition panel. Okay, there's just a couple of grams in a glass of orange juice but it all adds up, and bread is a good source (about 10% protein). It helps I like nuts as well.
I've kept a food diary for a couple of days and it was really helpful to reassure me I was doing most things right, and a few things I could improve.