One doesn't wish to be a wet blanket, but all forms of chemical pain relief have some nasty side-effects with epidurals being potentially the worst. From Wikipedia comes the following information regarding side effects:

These include:
Accidental dural puncture (about 1 in 100 insertions). The epidural space in the adult lumbar spine is only 3-5mm deep, which means it is comparatively easy to cross it and accidentally puncture the dura (and arachnoid) with the needle. This may cause cerebrospinal fluid (CSF) to leak out into the epidural space, which may in turn cause the post dural puncture headache (PDPH). This can be severe and last several days, and in some cases weeks or months. It is caused by a reduction in CSF pressure and is characterised by exacerbation when the patient raises their head above the lying position. If severe it may be successfully treated with a "blood patch" (a small amount of the patient's own blood given into the epidural space via another epidural needle). Most cases resolve spontaneously with time.

Bloody tap (about 1 in 30-50). It is easy to injure an epidural vein with the needle. In patients who have normal blood clotting, it is extremely rare (e.g. 1 in 100,000) for problems to develop. However, in a patient who has a coagulopathy, the patient may be at risk of epidural hematoma. If blood comes back down the needle, the anesthesiologist will normally site the epidural at another level.
Block failure (about 1 in 20). Partial failure may still give satisfactory pain relief. However, if pain relief is inadequate, another epidural may have to be performed.

Catheter misplaced into a vein (uncommon, less than 1 in 300). Occasionally the catheter may be misplaced into an epidural vein, which results in all the anaesthetic being injected intravenously, where it can be toxic in large doses. This also results in block failure.

High block, as described above (uncommon, less than 1 in 500).

Catheter misplaced into the subarachnoid space (rare, less than 1 in 1000). If the catheter is accidentally misplaced into the subarachnoid space (e.g. after an unrecognised accidental dural puncture), normally cerebrospinal fluid can be freely aspirated from the catheter (which would usually prompt the anaesthetist to withdraw the catheter and resite it elsewhere). If, however, this is not recognised, large doses of anaesthetic may be delivered directly into the cerebrospinal fluid. This may result in a high block, or, more rarely, a total spinal, where anaesthetic is delivered directly to the brainstem, causing unconsciousness and sometimes seizures.

Significant damage to a single nerve (very rare, less than 1:10,000).

Epidural abscess formation (very rare, about 1 in 50,000-75,000). The risk increases greatly with catheters which are left in place longer than 72 hours.

Paraplegia (extremely rare, less than 1:100,000).

Death (extremely rare, less than 1:100,000).

Non-chemical pain relief should be researched (and in some case practiced) well before birth, including active birth (moving around lots), massage, 'calm-birth' techniques, hot compresses etc. Most chemical pain relief should be considered as a last resort.

Best wishes,

David