Hot yoga is challenging in any circumstances so I have special respect for the strong women who continue their practice in pregnancy. That being said, the whole-body benefits of Bikram yoga are perhaps even more valuable during this time and if you have a regular practice prior to becoming pregnant there is a good chance you can continue.
If you are considering doing Bikram yoga while pregnant you need to consult your doctor first to ensure it is okay, and proceed with extra care, modifying or skipping poses as necessary and paying special attention to hydration. However, it is possible! I know one beautiful yogi who was still practicing in her 33rd week.
For basic information on Bikram yoga during pregnancy and modifying poses read Rajashree’s Pregnancy Yoga page.