Yoga 216 in West Chelsea have a prenatal yoga class Wednesday at 6:30pm that I loved. The instructor there is great and she is very tied in to the prenatal yoga community so she can recommend other classes / instructors / locations to visit. Good luck!
There's actually a studio on the UWS dedicated exclusively to prenatal yoga: prenatalyogacenter.com. I haven't been there yet, but I'm eager to check it out once I need to start modifying my exercise routine.
I go to the local YMCA in brooklyn and they have one on sundays in Bedstuy but try the website I'm sure they have more! Its really really relaxing and feelsamazing!
Re: Prenatal Yoga
https://www.destinationmaternity.com/stores/MadisonAvenueMay.pdf