The earlier comments had some great suggestions for places to look for information. Doing some additional research, the ACLU has put out some great and fairly recent information on a state-by-state analysis of standards for pregnancy-related health care in U.S. prisons. You might start your search by checking out their 2008 report, available here.
Basically, all US prisons are instructed to provide basic prenatal care for women inmates, but the extent to which they do so varies wildly from state to state, as you'll see both in the state-by-state analysis listed in the ACLU report, and in the 2010 report listed in the comments above, which essentially provides a letter grade for each of the states based on statistics gathered by the ACLU. So although I wasn't able to calculate the percentage of prisons that provide prenatal care, the ACLU report should give you a fairly recent breakdown on a state level, and also provides links to the Department of Corrections for each state.
I also located some databases that might be useful for you in doing further research. The National Criminal Justice Reference Service is run out of the Justice Department, and in doing some cursory searching, found some articles that would likely have additional statistics for you, particularly if you were looking to drill down to the state level. For example, this article works through statistics on female prisoners in Michigan, and this one has a similar focus on Nebraska.
You might also check out Criminal Justice Abstracts for additional resources related to women's reproductive rights in prison.
Works cited
American Civil Liberties Union. (2008). State standards for pregnancy-related health care in prison. Retrieved from http://www.aclu.org/state-standards-pregnancy-related-health-care-and-abortion-women-prison-map#hd1
Carlson Jr., J. R. (2009). Prison nurseries: A pathway to crime-free futures. Corrections Compendium, 34(1), 17-22.
Rebecca Project for Women's Rights & National Women's Law Center. (2010). Mothers behind bars: A state-by-state report card and analysis of federal policies on conditions of confinement for pregnant and parenting women and the effect on their children. Retrieved from http://www.nwlc.org/sites/default/files/pdfs/mothersbehindbars2010.pdf
Siefert, K., & Pimlott, S. (2001). Improving pregnancy outcome during imprisonment: Model residential care program. Social Work, 46(2), 125-134.