In an interesting condition

 
To be in an interesting condition was a euphemism for pregnant. Since the 18th century women were said to be in an interesting state or interesting situation and subsequently there would, hopefully, be an interesting event - childbirth.

In 'Roderick Random' (1748) Tobias Smollett wrote - "So that I cannot leave her in such an interesting situation, which I hope will produce something to crown my felicity." Charles Dickens in ' Nicholas Nickleby' (1838) wrote of "Mrs. Lenville (who, as has been before hinted, was in an interesting state)."

The Westmorland Gazette in June 1899 reported the birht of Maria Romanov as an "'Interesting event' at Peterhof. Another daughter!"

The actual words 'interesting condition' are first found in America in an 1846 edition of the Hagers-town Torch Light of Hagerstown in Washington County, Maryland :
... "the elopement of a blacksmith named Samuel Fellows and a Mrs. Betsey Reynolds. Mrs. Reynolds is about 31 years of age, and is good looking. She took her family of five children with her. She was also in an interesting condition. Fellows took his two children - making quite an interesting company."

Interestingly a number of sexual euphemisms are remarkably similar in English and Russian which is not the case with other expressions and "An interesting condition” has been a favorite expression of the Russian lower-middle class.