The pregnant woman story appears in a collection of Railroad Folklore, some of which were about the Erie Railroad. Apparently the Erie had a sense of humor in the late 1800's and published a booklet of Erie Railroad stories.
One concerned a man who kept frantically accosting the conductor and wondering when they would arrive, as his wife was sick and in the hospital. Eventually the conductor noticed the man was engaged in cheerful conversation with other passengers and when the conductor asked wasn't the man concerned about his wife, the man replied, "No, she's probably died and they've had the funeral and she's been buried."
Another one was about a man who asked the conductor if the railroad accepted suggestions from passengers. The man asked if the railroad would consider taking the cowcatchers off the front of the locomotive, as it was unlikely that the train would ever catch up with a cow. Instead they should consider installing the cowcatcher on the rear of the train to prevent a cow from strolling up and possibly biting a passenger.
Michael Allen