Scientists have done a bunch of tests and concluded that sex and procreation in space is no easy feat. In fact, it's really hard. The hardest part? Not the floating copulating, not the gravity-free pregnancy-wow, just typing that feels good- but the cosmic rays. High energy protons could damage male sperm; any fetus that was conceived would not survive the pregnancy. Radiation spewing solar flares would be an issue, too.
To procreate in space, we'd need better insulation. Said NASA biophysicist Tore Straume, "The present shielding capabilities would probably preclude having a pregnancy transited to Mars."
As for whether sex has actually been attempted in space, NASA isn't kissing and telling. A husband and wife team did go on a mission together but NASA is not commenting on whether there was any cosmic hanky panky. According to Dailytech.com: "NASA and the Soviety space agency never revealed whether they conducted tests into orbital procreation. They have what is commonly referred to as 'relationships of trust' when it comes to relations between astronauts." Copulation aside, some of those astronauts orbit for an awfully long time. I'm guessing there's a highly confidential NASA paper on the subject of stellar ejaculation, floating (sorry) around somewhere.
To read the whole study about sex in space, visit Babble's Being Pregnant