Well, like a pp said, if you're pregnant it's technically not a period.
That said... I had monthly bleeding while pregnant with dd1. Every month, heavy bleeding (red blood, filled pads, etc). As a result there was a lot of worry about placenta previa. I was told initiall that I'd had a miscarriage. Then I switched providers and had an u/s that showed I was pregnant. Every month I had another u/s to check that the bleeding wasn't a miscarriage or previa... I ended up getting to know the hospital u/s tech pretty well!
With dd2 I had bleeding for a few months but not the whole pregnancy, and with ds I had just your standard implantation bleeding.
After my experience with dd1 I started a thread called "when the spotting was ok
" and I was amazed at how many other women had had similar experiences!