This is the ultimate placebo effect:
Pseudocyesis, or false pregnancy, is rare, occurring at a rate of 1 to 6 for every 22,000 births. Though scientists are still largely baffled about what causes it in humans, recent case studies and studies of similar conditions in animals are beginning to provide insight, exploring the role of hormones and psychology.
Those who suffer from the disorder present a constellation of symptoms that mystify even seasoned practitioners. Not only do they fervently believe they are pregnant, but they also have bona fide symptoms to back up their claims, like cessation of menstruation, abdominal enlargement, nausea and vomiting, breast enlargement and food cravings.
A few patients with pseudocyesis even test positive on pregnancy tests, said Dr. Paul Paulman, a family practitioner at the University of Nebraska Medical Center.
"Every sign and symptom of pregnancy has been recorded in these patients except for three: You don't hear heart tones from the fetus, you don't see the fetus on ultrasound, and you don't get a delivery," Dr. Paulman said.
The mechanism seems to be a mind-body feedback loop, in which thoughts of pregnancy trigger very real changes in hormone levels, which can cause physical symptoms like abdominal swelling and milk excretion. In this sense, false preganancy is just an exaggerated form of the typical placebo effect, in which the mind is able to alter both its mental representation of the body and the body itself. The definitive paper on this subject was done by the lab of Jonathan Cohen, which imaged the brain of people alleviating their pain with a sugar pill:
In two functional magnetic resonance imaging (fMRI) experiments, we found that placebo analgesia was related to decreased brain activity in pain-sensitive brain regions, including the thalamus, insula, and anterior cingulate cortex, and was associated with increased activity during anticipation of pain in the prefrontal cortex, providing evidence that placebos alter the experience of pain.