Wait. You're pregnant, getting married, working, and going to school, and you're asking how you can make him happier? How about how can he make you happier? You seem like the one doing the heavy lifting here.
Of course you're crying. That's a lot of stress. You've seen that list that ranks the major stresses of life, right--death of a spouse, losing your job, getting married, etc.? You're dealing with at least two or three of the top ten events on that list, so, yeah, your emotional state is going to be wacky. Pregnancy alone wreaks havoc on your hormones, so much of it is physiological. Your fiance should know this.
Instead of worrying, he needs to be asking how he can ease your burden. This is one of those times when he has to step up and be--I hate this word but it fits--proactive and take some pressure off you. That's how couples survive rough patches: when one is in a difficult place, the other assumes the role of the Strong One. He obviously cares about you, so he can do this.
Sure, getting married and having a baby is stressful on him, too, but to me it's like when two people come into the ER at once and the doctor has to decide which one needs attention most urgently. Because you are pregnant, that one is you right now.
If your crying is what freaks him out, remind him that 1) you're pregnant, and 2) it's just a stress reliever, not the end of the world. As Meg Ryan so eloquently put it in the fine film, Courage Under Fire, "They're just tears, asshole! They don't mean shit!" Guys can't always handle crying but he just has to get over that.
Otherwise, talk to him about specific ways he can do more for you and worry less. It might be something as simple as giving you a lot of space to do your emotional venting, or maybe he can help you with school or wedding planning or take you for a massage. Whatever he does, "help more, worry less" needs to become his mantra. Luckily, the former usually precipitates the latter, so his helping you will make you both happier in the long run.
Your answer is right on target, Cary. She is juggling a LOT. Who wouldn't cry under those circumstances? This guy needs to pitch in and be there for her. It's time for him to lighten the load by sharing it.
Im just throwing out there that we don't know what her fiance is doing for her. He could very well be doing his very best to help her with all of her issues. And be worrying because his best doesnt seem like enough.
This, like almost all relationship issues, is a case of just sitting down and talking to each other.