I've heard it, but I don't believe most of it. You have to either be completely OUT of it or in strong denial. Most of the women who don't know they were pregnant don't because it's "impossible" for some reason or other.
This is extremely rare to have happen and I am surprised you actually know someone who has been through it. Those that don't gain weight during pregnancy are in a dangerous situation, as it is not healthy to not gain weight during pregnancy. Also, many who say they didn't know tend to have other health problems and ignore some of the signs of pregnancy that they should have seen. I have never met anyone who has been through it.
I can see how this happens for a while as some womenhave a small bleed when their period is due and they mistake it for there period, but i dont know how they can mistakes babys kicks etc, I have also wondered about this as well