Originally Posted by Great Mind(s)
It can be implied in between films that Azazel and Mystique had a fling, possibly a rape that lead her to be pregnant. However we won't know she's pregnant the whole movie because of her shapeshifting abilities, she's hidden it from everyone including Magneto. Then it could be revealed somehow through a birth scene and dumping lil baby Nightcrawler down a river.
It needn't be a rape. This is the Swinging Sixties.
Raven seemed to have some swinging going on. One moment she nearly kissed Hank and then it's not long before she's in Erik's bed. She seemed quite insecure as far as wanting love and acceptance and latching on to men. It might not take much for Azazel to get his wicked way...