Not to worry–according to the Centers for Disease Control and Prevention, there haven't been any documented reports so far of pregnancy complications caused by brief high-altitude exposure.
Any area over 7,000 feet does have thinner air, though, so try to make the ascent gradually (like going up 2,000 feet a day over several days instead of all 8,000 feet at once). Once you arrive, limit exercise, load up on liquids and shoot for regular, small meals instead of three big ones to make the transition easier.
As a rule of thumb, the CDC recommends steering clear of destinations over 12,000 feet. But to be absolutely certain, get your doctor's okay before you take off for a high-altitude vacation—particularly if you’re planning to exercise. Also, because these areas tend to be remote, do your homework ahead of time to pinpoint the hospitals and local resources you can turn to in case of an emergency.