There's an urban legend about a young girl who was wounded by gunfire on the outskirts of a Civil War battle. She eventually showed signs of pregnancy, even though she swore it was impossible. It seemed a bullet passed through a soldier's testicle and into her, bringing some sperm into her body. I don't know if anyone believed this or if it was a "Oh come ON!" story, but it's in several books of folklore.
I have met a person who believed that a woman somewhere swallowed tiny octopus eggs while swimming, and a baby octopus started growing in her stomach...