Yeah, unfortunately, like Paxil, Klonopin is category D, which means research has shown evidence that it is harmful to the baby. Most docs aren't going to give it to you.
I was offered vistaril for anxiety and told it would be okay for pregnancy, although I didn't end up taking it while pregnant. I think you also can take buspar. Of course, neither of these are quite as strong as Klonopin.
I found this website really helpful:
Drugs in Pregnancy and Breastfeeding | SafeFetus.com
Please let me know if I can be helpful. I did a lot of researching and talking to docs about meds and pregnancy to prepare for my own pregnancy.
EJ