My wife trained during her second pregnancy up until around 32 weeks.
She didn't do anything she wasn't already doing before. She stuck with basic lifts using weight should could control, for high reps.
She read up on the subject quite a bit, and the most solid piece of advice she found was not to introduce anything new and to keep her heart rate below a certain level (heart rate zone, under 70%, or something to that effect).
She also walked, a lot. For her first pregnancy, literally up until the week she delivered the two of us were walking a mile or two every evening with our dogs and on weekends.