T.B.
I have not been through a pregnancy yet, but I am currently seeing a physical therapist because of my tailbone pain (or coccydynia). I think that the pressure put on your pelvic floor muscles in pregnancy can weaken them. My PT and I are working on strengthening my core muscles. Here's some more info. on what you may be experiencing: http://www.coccyx.org/whatisit/symptoms.htm
So far, in addition to stretches and strengthening exercises, it seems to help to activate my core muscles and use my legs more as I'm sitting down or getting up ('cause that's when my pain is worse). Hope you get some relief soon.