I was really itchy while pregnant with my son. My doc's chalked it up to the extra testosterone running through my system. Who knows if that was it, but it went away after I had my son.
Now, of course, they theorize that I'm allergic to testosterone or male sperm, since I've had multiple miscarriages and only one son with 4 daughters afterwards...who knows?
I remember a friend of mine also being itchy while pregnant and she ended up having some problem with her liver. You might want to ask your OB for advice too.
