Relationships between ambient air pollution levels during pregnancy and adverse pregnancy outcomes have been investigated using one of three analytic approaches: ambient pollution levels have been contrasted over space, time, or both space and time. Although the three approaches share a common goal, to estimate the causal effects of pollution on pregnancy outcomes, they face different challenges with respect to confounding. In spatial analyses, risk factors that are spatially correlated with pollution levels are confounders; the primary challenges relate to the availability and validity of risk factor measurements. In temporal analyses, where smooth functions of time are commonly used to control for confounding, concerns relate to the adequacy of control and the possibility that abrupt changes in risk might be systematically related to pollution levels. Spatial-temporal approaches are subject to challenges faced in both spatial and temporal analyses. Thoughtful consideration of issues related to confounding is warranted because the causal effects of ambient air pollution on adverse pregnancy outcomes, if they exist, are likely to be small. We present a framework based on counterfactual effect definitions to examine issues related to confounding in spatial, temporal, and spatial-temporal analyses of air pollution and pregnancy outcomes, and we discuss their implications for inference.