Second-hand smoke presents a health risk for a large group of entirely helpless nonsmokers: unborn children. Reliable data on women continuing to smoke during pregnancy are essential for effective preventive and interventional programs. The aim of this review is therefore to identify this risk group compared with spontaneous quitters of smoking. This systematic literature review is based solely on empirical original papers derived from samples of pregnant women smoking at the beginning of pregnancy. In accordance with the QUOROM Statement all population or clinic-based samples were included. Collectives from intervention studies were not included. All studies were from developed nations and published between January 1997 and March 2008. A total of 19 studies were identified. The rate of quitters was between 4.0% and 69.7% for population-based studies, and 26.5% and 47.0% for clinic-based studies. A smoking partner, a large number of children, a high rate of tobacco consumption, as well as deficiencies in prenatal care were predictors of smoking during pregnancy. This study identifies risk factors and correlates and indicates common obstacles for women to quit smoking during pregnancy. The risk groups that can be defined based on our results are a key target population for preventive measures.