Married with Children season 6 revealed both Peggy and Marcy were pregnant, but halfway through the season, that was suddenly retconned. It's a famous aspect of Married with Children that Al and Peggy Bundy didn't exactly have the happiest marriage, to put it mildly. The Bundys got married primarily due to Al and Peggy conceiving daughter Kelly, and neither ever really felt fulfilled by how their lives turned out, and how their youths were cut short. Still, the Bundy family did love each other, as became obvious whenever anyone outside the family did a Bundy wrong.
By season 6, Married with Children was well established - in part thanks to a particularly controversial episode - as FOX's top live-action comedy, and the Bundys had all become household names. The last thing anyone expected was an addition to the family, but sure enough, Peggy announced in the season premiere that she was pregnant, much to Al's chagrin. Bundy neighbors Jefferson and Marcy had just revealed their own pregnancy, but when Al started teasing Jefferson, Peggy dropped her own bombshell on him.
To Al's credit, his issues with the pregnancy were less horror at merely having another kid with his wife, and more due to the fact that his meager income was barely adequate to feed his existing children, much less take care of a third. In the end though, the situation ended up reversed, as in episode 11 of season 6, Al wakes up to find out the pregnancies were all just a dream. That seems like an odd move, but it was a necessary one.
The entire reason Married with Children opted to make Peggy pregnant was that actress Katey Sagal was pregnant in real life, and the decision was made to write the pregnancy into the show instead of trying to use camera tricks to hide it, or make up an excuse why Peggy had to go away for a while. Jefferson and Marcy's concurrent pregnancy was added in to make the situation even more unbearable for Al, and thus funnier for the audience. Tragically, Sagal had a miscarriage partway through filming season 6, and was of course absolutely devastated. After taking a bit of time away, Sagal did offer to continue the pregnancy story, but Married with Children's producers weren't willing to risk Sagal becoming emotionally traumatized by performing it.
Thus, without any other real way to explain the change, Married with Children changed the plot to reveal that it was all a nightmare Al had been having. This effectively negated the events of the first half of season 6, and was pretty silly, but at the same time, it's completely understandable, as the sad situation left no perfect options for how to proceed. Season 7 would see Married with Children try once again to inject a new kid into the Bundy family, this time via a cousin named Seven that got abandoned at their house by relatives. He proved unpopular, and ultimately disappeared as fast the show's three failed spinoffs. Thankfully, Sagal went on to have three more children, although the pregnancies were wisely not written into the show.