Yes, you can still have an orgasm while you're pregnant. You may notice your belly getting really hard after it—that's because the orgasm can cause a small contraction, but that's nothing to worry about. It won't hurt you or the baby (and we swear he won't know what you guys are doing!).
But before you jump into bed, run it past your doc. If you've got complications such as placenta previa or incompetent cervix, your doctor may advise against sex and orgasms because they could cause preterm labor, so be sure to double-check.