I'm looking for a shoujo or josei manga that has more mature topics, like pregnancy, rape, and infidelity. It's ok if these things don't happen to the main character as long as they are addressed as part of the main plot. Yaoi is fine if it has these themes and other genres are okay if they have strong female leads.

Anata no Koto wa Sorehodo
A Cruel God Reigns
Futago
Otona no Mondai
Helter Skelter
Kami-sama no Orgel (don't be fooled by the cutesy art, I think it handled young pregnancy + young married couple pretty well)
Oyasumi Punpun (it's seinen and male lead focus but the female lead is strong I guess)
D-ASH (same as above)
Pieta
River's Edge
Oboreru Knife
Nishi Keiko's josei works

The classic and usually mentioned I guess would be Momochi Reiko's works that handled mature themes, Deep Love series,Bitter Virgin, Mars

DONDAKEE!!

Confidential Confessions
Deep Love - Ayu no Monogatari and its associated series.
Kaze to Ki no Uta on the BL front.
Shuuseki Kairo no Himawari

Indigo Blue and Moonlight Flowers are josei GL, so I'm not sure you'll want to read them, but since you didn't specify no GL, and they are josei...

Kisshou Tennyo
Banana Fish -- Though in these two, they happen and the protagonist deals with it, but since she/he is pretty tough it doesn't seem to faze them too much, so I'm not sure you'd like it. It's not brushed off as a trivial matter, though, so there is that.

And when you say 'mature themes,' do you only want manga that deal with rape, pregnancy and infidelity? Because there are titles that handle abuse, bullying, neglect, etc., but since I'm not sure whether you're looking for those themes here, I didn't mention them.

The Other Side of the Mirror
Sayonara Midori-chan
First Love (Sakamoto Isao)

Diamond Life

The main female learns how to handle money and unwittingly .falls for a rich man who has AIDS.