There are certain vaccinations which are safe during pregnancy while others are contraindicated. See the complete list here.
Vaccines which may be administered during pregnancy if indicated (avoid immunization during first trimester):
The following vaccines should not be given during pregnancy:
Vaccines for which safety data during pregnancy are not available:
From the CDC:
The risk to a developing fetus from vaccination of the mother during pregnancy is primarily theoretical. No evidence exists of risk from vaccinating pregnant women with inactivated virus or bacterial vaccines or toxoids. Live vaccines pose a theoretical risk to the fetus.
Benefits of vaccinating pregnant women usually outweigh potential risks when the likelihood of disease exposure is high, when infection would pose a risk to the mother or fetus, and when the vaccine is unlikely to cause harm. Generally, live-virus vaccines are contraindicated for pregnant women because of the theoretical risk of transmission of the vaccine virus to the fetus. If a live-virus vaccine is inadvertently given to a pregnant woman, or if a woman becomes pregnant within 4 weeks after vaccination, she should be counseled about the potential effects on the fetus. But vaccination is not ordinarily an indication to terminate the pregnancy. Whether live or inactivated vaccines are used, vaccination of pregnant women should be considered on the basis of risks versus benefits (i.e. the risk of the vaccination versus the benefits of protection in a particular circumstance).
The following table may be used as a general guide.