Animals and pregnancy

Thought for the day – and perhaps someone can answer this one.

Do animals understand when they are pregnant?  I was just looking at a photo of a very pregnant Manchester Terrier, and given how useless human beings are at knowing what’s going on with their own bodies, do dogs/cats/hippos etc understand that they’re pregnant, that there’s a foetus, an impending newborn?  A quick Google search came up with a lot of opinion but very little in the way of a solid scientific answer.  Answers on a postcard please.