It looks like the Virgin Mary isn't so special anymore, because in this recent U.S. study published in the Christmas edition of the British Medical Journal, nearly 1 percent of young women who became pregnant claimed to have done so as virgins.

Amy Herring, a professor of biostatistics at UNC's Gillings School of Global Public Health writes:
Of 7870 eligible women, 5340 reported a pregnancy, of whom 45 (0.8% of pregnant women) reported a virgin pregnancy. Perceived importance of religion was associated with virginity but not with virgin pregnancy. The prevalence of abstinence pledges was 15.5%. The virgins who reported pregnancies were more likely to have pledged chastity (30.5%) than the non-virgins who reported pregnancies (15.0%, P=0.01) or the other virgins (21.2%, P=0.007).
Herring and her colleagues explain that "researchers may still face challenges in the collection and analysis of self reported data on potentially sensitive topics."