The Russians did some early testing with rats (Packing for Mars: The Curious Science of Life in the Void, By Mary Roach pg 245) and natural means did not result in pregnancy. Later testing shipped pregnant rats into space, where some health issues developed.
NASA research indicates that female astronauts have given birth after flying in space, some difficulties in achieving pregnancy are reported, but attributed to age, secondary to delaying attempts while pursing careers. (Principles of Clinical Medicine for Space Flight edited by Michael R. Barratt, Sam Lee Pool page 384)
Is there any research on mammal impregnation occurring naturally in space?
Edit, clarify that this question is about the impregnation --> Egg and Sperm join, Cells divide and attach to the uterus; the 1979 Russian study indicates there were problems at this stage.