A good friend of mine didn't find out til she was 29w along. She got her 'period' every month like clockwork (rare but it can happen). She had only DTD the once and used a condom so never imagined she could be pg. She put on some weight, but not a belly bump, the bub was carried really high. She actually tried dieting to combat weight gain but kept passing out and went and saw the doctor numerous times about blacking out, heartburn, swollen ankles etc...she reported ALL her symptoms! Eventually she was sent for an u/s scan because the doc decided either she was pg (could obviously feel a lump in her abdomen) or she had a tumour. As she figured she couldn't be pg she was sure she had a tumour. When the u/s person put the probe on her tummy, not knowing the background to the story, just blurted out 'so you're 7 months pregnant, right?' My friend nearly fell off the examination table, she was so shocked.

So it really can happen! Oh, and she was 30yo at the time, not a naive 15yo!