But don't think for a minute that a feature film career or a second baby would stop her from returning to NBC's "Saturday Night Live."
Rudolph, perhaps best known as part of producer Lorne Michaels' ensemble, has returned for occasional guest shots after leaving the show in 2007 following a seven-year run.
"I talk to Lorne a lot, and he knows where my heart is," Rudolph said. "And he knows he's got a real hold on me. And he knows my weakness. I always tell him, `I'm an addict. I'm an "SNL" addict.' And I will use again. Oh, I will."
In film, Rudolph has experience playing a pregnant character. In what is widely considered her first standout feature-film performance, she was an expectant radio-show stage manager in Robert Altman's 2006 ensemble piece, "A Prairie Home Companion."
But she wasn't expected to be expecting: Between accepting the role and production, Rudolph became pregnant with her first child with director Paul Thomas Anderson.
"I remember (Altman) told me, `You're going to be playing Molly, the stage manager,'" Rudolph said. "And I said, 'So, how do you feel about her being pregnant?' And he said, `I think that would be great.' And I said, `Well, that's great, because I'm pregnant.' And he said, `Oh, that's wonderful. Did you do that for me?'"
The dramedy "Away We Go" marks the 36-year-old's first major feature-film lead, as half of a couple on the road in search of a place to call home.
"I mean, when I read this, it didn't matter if I'd been pregnant on the screen a million times," Rudolph said. "It was so important to the story, and I related so completely to the story, because I felt ... I laughed so hard at the way this depicted this crazy time, when you're expecting a baby, and all the weirdos that come into your life, and opinions.
"So, I was happy to put on the belly _ the big ol' belly."
NBC is owned by General Electric Co.