Police say 23-year-old Ester German of Brooklyn was in the back seat when the car went off Route 9W around 6:40 p.m. Sunday in the village of Highland Falls near West Point.
German, who was several months pregnant, was pronounced dead at Cornwall Hospital.
Police say she wasn't wearing a seat belt.
Witnesses told police the car hydroplaned while traveling in heavy rain. Two other people suffered minor injuries and two others were uninjured.