Yes, it really gets to me in the 2nd half of my pregnancies.
I stop watching tv news and only sometimes check in on internet news - that way I can keep up to date (ish) but also have more choice in deciding if I want to click on what the headline is about or not, rather than with tv it just being blurted out.
There are certain ads I cant watch on tv when I am pregnanct either, or they just keep traumatising me - so I keep the sound off or flick channels when ads are on.
Oh, and I stop reading the papers too.

Those are my coping ways - I wish I started earlier with this pregnancy though, I was so upset for weeks about that flat in Sydney where the couple fell from the balcony.