The aim of this study is to explore the impact of the COVID-19 pandemic on pregnant women's anxiety and identify factors most strongly associated with greater changes in anxiety. An anonymous, online, survey of pregnant women (distributed April 3-24, 2020) included a modified pregnancy-related anxiety scale (PRAS) reflecting respondents' perception of pregnancy anxiety before COVID-19 and a current assessment of pregnancy-related anxiety. The difference between these scores was used as the outcome variable. Data were analyzed using bivariate and multivariate linear regression analyses. Two thousand seven hundred forty pregnant women from 47 states completed the survey. 25.8% (N = 706) stopped in-person visits, 15.2% used video visits (N = 415), and 31.8% (N = 817) used phone visits for prenatal care as a result of COVID-19. Those planning a hospital birth dropped from 2641 (96.4%) to 2400 (87.7%) following COVID-19. More than half of women reported increased stress about food running out (59.2%, N = 1622), losing a job or household income (63.7%, N = 1745), or loss of childcare (56.3%, N = 1543). More than a third reported increasing stress about conflict between household members (37.5%, N = 1028), and 93% (N = 2556) reported increased stress about getting infected with COVID-19. Slightly less than half of respondents (either selves or family members) were healthcare workers (41.4%, N = 1133) or worked in essential services (45.5%, N = 1246). In multivariate analysis, those reporting higher agreement with COVID-19-related stressors had greater changes in pre-to post-COVID-19 pregnancy-related anxiety. The COVID-19 pandemic is profoundly affecting pregnant women's mental health, and factors independent of pregnancy appear to be driving changes in pregnancy-specific anxiety.