When your body is subjected to extreme heat over a lengthy period, you may become overheated (hyperthermic), which could adversely affect the fetus. There is no direct link between such usage and miscarriage, but if you are at all concerned, you would be advised against using saunas, steam rooms, or hot tubs while pregnant, or you may be advised to restrict their use to very short periods.
Sunlamps have a strong association with an increase in skin cancer, for they expose the body to unusually high levels of ultraviolet radiation. They have not been specially linked with miscarriage or birth defects. However, as there are still the dangers of overheating your body, and no one has any information of possible long-term effects on the fetus or the pregnancy, my advice would be to discontinue their use in pregnancy.
