Actually, J. K. Rowling revealed that Lily was pregnant when she died. She had been trying to convince James to forgive Snape and even name him godfather.
http://harrypotter.wikia.com/wiki/Lily_Evans
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Ooh I've always felt that Harry and hermione belonged together. Ron got douchier with each book. :/ j.k Rowling should have killed him instead of Fred.
Go down to life in hiding and death. You could also actually search JK Rowling reveals lily was pregnant when she died to find many articles