Sarah Palin's out-of-wedlock pregnant daughter isn't all that uncommon.  In fact, evangelical teenagers lose their virginity earlier than most other demographics.  Even after their sexual debut, evangelical teen-agers are more sexually active than Mormons, mainline Protestants, and Jews.

And because they don't believe in contraception, they are more inclined to get pregnant (compared to other demographics).

And what about these Christian movements which try to get teens to pledge abstinence until marriage?  Well, they don't achieve those goals (although the pledgers do delay sex eighteen months longer than non-pledgers, and have fewer partners).  And what's more:

according to the sociologists Peter Bearman, of Columbia University, and Hannah Brückner, of Yale, communities with high rates of pledging also have high rates of S.T.D.s.

Another interesting finding regarding "pledging" programs: in some cases, if it becomes too successsful, it falls apart and becomes unsuccessful:

[I]f too many teens pledge, the effort basically collapses. Pledgers apparently gather strength from the sense that they are an embattled minority; once their numbers exceed thirty per cent, and proclaimed chastity becomes the norm, that special identity is lost…. once the self-proclaimed virgin clique hits the thirty-one-per-cent mark, suddenly it’s Sodom and Gomorrah.

And while there are (of course) exceptions to the rule…

…the states with the highest divorce rates were Nevada, Arkansas, Wyoming, Idaho, and West Virginia (all red states in the 2004 election); those with the lowest were Illinois, Massachusetts, Iowa, Minnesota, and New Jersey. The highest teen-pregnancy rates were in Nevada, Arizona, Mississippi, New Mexico, and Texas (all red); the lowest were in North Dakota, Vermont, New Hampshire, Minnesota, and Maine (blue except for North Dakota). “The ‘blue states’ of the Northeast and Mid-Atlantic have lower teen birthrates, higher use of abortion, and lower percentages of teen births within marriage,” …. [P]eople start families earlier in red states—in part because they are more inclined to deal with an unplanned pregnancy by marrying rather than by seeking an abortion.

Read more in Red Sex, Blue Sex at The New Yorker