I'll bet you didn't know that Madagascar hissing cockroaches (Gromphadorhina portentosa) brooded their babies inside their bodies. Now you do.
It's not exactly like pregnancy in a mammal like a cat or a human, where food and oxygen get passed from mother to developing young. In this species of cockroach, a mother puts her fertilised eggs into a soft, flexible egg case and stores it inside her body until the babies are ready to hatch.
A mother roach doesn't feed her babies while they're inside her, but after she releases up to 80 tiny mini-roaches she secretes a viscous blob of protein-rich goo that gives them their first meal.