I went to look at a studio apartment and once I told him I was pregnant, he said that wasn't allowed for a studio.

Unless there are special rules for the building, which would have to be scrutinized, then it is likely that whoever showed you the apartment has violated Federal law, and likely local law as well. You can consult with an attorney, and should file a claim with your local office of HUD. Gerry Wendrovsky, Esq. www.upperwestsidelawyer.com