Planned Parenthood does women's health exams and charges on a sliding scale.
Have you tried your local health department. The department of health and human services gives grants to all states for women's health checkups. You will need something showing your income i.e. paycheck if you have one and a bank statement in most states. The staff at the clinic can also help with what types of state funded coverage you may be able to receive,
You should or might be able to apply for state coverage because you are pregnant. Call your local WIC office or state office to see if you qualify. Goodluck!