This report describes the results of recruitment efforts and the subsequent participation of pregnant women in study activities in a 2010-2012 observational study focused on influenza illness and vaccination in California and Oregon, USA. Socio-demographic and health characteristics extracted from electronic medical records were compared among pregnant women who enrolled in the study, refused to participate, or were never reached for study invitation. These characteristics plus additional self-reported information were compared between women who enrolled in two study tracks: a prospective cohort vs. women enrolled following an acute respiratory illness (ARI) medical encounter. The characteristics of women who participated in weekly ARI surveillance (cohort enrollees, year one) and a 6-month follow-up interview (all enrollees) were also examined. In year one, we reached 51% (6938/13,655) of the potential participants we tried to contact by telephone, and 20% (1374/6938) of the women we invited agreed to join the prospective cohort. Women with chronic medical conditions, pregnancy complications, and medical encounters for ARI (prior to pregnancy or during the study period) were more likely to be reached for recruitment and more likely to enroll in the cohort. Twenty percent of cohort enrollees never started weekly surveillance reports; among those who did, reports were completed for 55% of the surveillance weeks. Receipt of the influenza vaccine was higher among women who joined the cohort (76%) than those who refused (56%) or were never reached (54%). In contrast, vaccine uptake among medical enrollees in year one (54%; 53/98) and two (52%; 79/151) was similar to other pregnant women in those years. Study site, white race, non-Hispanic ethnicity, and not having a child aged < 13 years at home were most consistently associated with joining as a cohort or medical enrollee and completing study activities after joining. We observed systematic differences in socio-demographic and health characteristics across different levels of participant engagement and between cohort and medical enrollees. More methodological research and innovation in conducting prospective observational studies in this population are needed, especially when extended participant engagement and ongoing surveillance are required.