If you fall when you are pregnant, the amniotic sac which contains fluid will act as a protective barrier for your baby. To truly hurt your baby in a fall, you would have to have been severely injured in the fall yourself. The old wive's tale about falling down to cause a miscarriage is not true.
That said, if you fall there are precautions to take. Your doctor or midwife should be called, they may want you to come in to check the baby or calm your fears. In general you should watch for bleeding and be sure to pay attention to the baby's movements through fetal kick counts.
If you have any questions be sure to call your midwife or doctor.