Most of the historical drama end after one of the leads dies or they end after "the big fight" is over and the leads get married.
But do you know historical drama where the female lead gets pregnant during the drama?
I just love the reaction the male lead has when he finds out that his wife is pregant and I also like seeing them together with their children.
That's why I really liked Eternal Love since their son was so adorable.

Historical drama I already know:


Eternal Love
General and I
Empress Ki
Go Princess Go
Singing All Along
Dong Yi
Hwajeong
Sound of the Desert
Hur Jun, the Original Story
The Great King, Sejong


Historical drama I haven't watched yet/dropped:


The Princess' Man (I'm not sure about that one but I think I heared about it)
Saimdang, Light’s Diary
Scarlet Heart (kdrama)
The moon that embraces the sun
In Jang ok Jung I think she gets pregnant 
The Moon that embraces the sun
Princess Man
Rebel ( at the very end )

I didnt add scarlet heart ryeo to the list because it hasn't happy ending if you are looking for that
lol i think pregnancy in historical dramas just can't be not existing lol  it always have to get someone preg in the process anyway  i  ll add to this Legend of Concubine Zhen Huan hmm lets see everyone wants to be preganant seeing it s about ladies of palace but without spoiling much she ll have more preg partners   ahhaah so u ll have to deal with a lot of pregnancies ahahah
Queen Insoo - I've only watched the first 22 episodes so far, but she just gave birth to her third child.
Princess wei young had a child but it was like at the very end.. 
Moon Lovers: Scarlet Heart Ryeo
The Princess' Man
The Moon that Embraces the Sun