Season 5 of Married With Children was based on Peg and Marcy being pregnant. Peg apparently had sex with Al while he slept. Al and Jefferson could not stand their wives while they were pregnant, and attempted to leave them. They came back. Bud, Kelly and Al formed an anti-baby committee to plot against Peg, but Kelly and Bud chickened out. Al was even forced to get a second job. Al soon wakes up and it appears it was all a dream. In reality, Katey Segal was pregnant in real life, but suffered a miscarriage. When Katey was pregnant again, they had Peg disappear from the show, supposedly searching for her long-lost father.
The "Nightmare" Baby is played by Abraham Benrubi.