Caffeine in pregnancy linked to lower birth weight babies
A study from Sweden looked at the intake of caffeine of about 57000 women, from all sources including coffee, tea, cola, chocolate, desserts and energy drinks and found that there was a correlation between the level of intake and the birth weight of the baby. 
Small for age birth weight of the baby is linked to future health problems. The study looked at low birth weights at 2.5kg or less. Average healthy birth weights are typically 3.6kg.  
For every 100mg of caffeine from any source they found a reduction by approximately 20-30g of weight of the baby (note these figures are small). They also found coffee, not other sources was association with longer pregnancy duration. 
The associations were found to be independent of smoking - another factor known to affect the health of the baby - so even for those that didn't smoke they saw the lowering of baby weight by caffeine intake. 
The UK currently sets a limit of 200mg intake of caffeine during pregnancy. 
Caffeine contents: Fresh coffee 140mg, instant coffee 100mg, tea 75mg, plain chocolate 50g bar: 50mg, Cola 40mg. So a cup of coffee and a bar of chocolate, or two teas and a cola adds up to the daily limit.
It is important to note that studies like this that just look at an association can not prove that caffeine caused the smaller birth weight. It could be a chance finding with no connection to caffeine at all,  or it could be that there are other behavioral factors that just happened to be linked to intake of these foods, or that there is some other compound in foods tested other than caffeine giving this result, rather than the caffeine alone. It's simply not possible at this stage to take it further than this without more evidence. 
For now we can take this as another reason to keep to a healthy diet without any area being excessive. These figures were for daily continuos intake throughout pregnancy, it is highly unlikely that having a little more on one day is going to make a significant difference. 

In conclusion, this is not a reason to panic about moderate intake within the guideline figures. And take a look at the NHS choices website for all the dos and don'ts on pregnancy and what foods to avoid.