Acupuncture and massage are generally safe during pregnancy. In fact, they may help relieve some of the most common ailments of pregnancy, such as back pain and swelling!
A few things to look out for — there are some pressure points that should be avoided in pregnant women, so make sure that your therapist is trained in pregnancy or prenatal massage. If pregnancy has made you more sensitive to smells, an aromatherapy massage may be irritating. After around 20 weeks of gestation, you should not lie flat on your back, so your masseuse should wedge you to one side (usually by placing a pillow under one hip).
If you are carrying a high risk pregnancy or are at high risk for preterm birth, speak with your doctor before scheduling a massage appointment.